| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 1.13% | 29.12% |
| Max Drawdown | -30.03% | -26.0% |
| Sharpe | 0.17 | 0.87 |
| Sortino | 0.26 | 1.34 |
| Payoff Ratio | 1.24 | 1.14 |
| Profit Factor | 1.05 | 1.13 |
| Common Sense Ratio | 1.21 | 1.2 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 1.15 | 1.06 |
| Outlier Win Ratio | 27.17 | 3.31 |
| Outlier Loss Ratio | 3.42 | 2.81 |
| Volatility (ann.) | 23.14% | 50.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.05 | 1.42 |
| Skew | 0.65 | 0.51 |
| Kurtosis | 19.28 | 2.47 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.11% | 2.59% |
| Expected Yearly % | 0.56% | 13.63% |
| Kelly Criterion | 1.41% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.24% |
| Expected Shortfall (cVaR) | -1.98% | -4.24% |
| Year | 12344437:BTCUSD | 12344437:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 1.13 | 0.03 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 36.56% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 1.13% | 29.12% |
| 3Y (ann.) | 1.39% | 36.89% |
| 5Y (ann.) | 1.39% | 36.89% |
| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| Max Drawdown | -30.03% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -30.03% | -8.01% |
| Avg. Drawdown Days | 292.0 | 25.0 |
| Recovery Factor | 0.04 | 1.12 |
| Ulcer Index | 1.07 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -30.03 | 292 |
| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 14.29% | 37.42% |
| Worst Month | -17.54% | -17.69% |
| Best Year | 1.13% | 37.85% |
| Worst Year | 0.0% | -6.34% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.5% | -1.65% |
| Avg. Up Week | 3.58% | 6.54% |
| Avg. Down Week | -6.23% | -5.4% |
| Avg. Up Month | 12.42% | 24.15% |
| Avg. Down Month | -10.91% | -8.09% |
| Win Days % | 45.33% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 62.5% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |