| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -9.38% | 79.62% |
| Max Drawdown | -34.79% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.22 | 0.96 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 26.6 | 3.18 |
| Outlier Loss Ratio | 3.73 | 3.26 |
| Volatility (ann.) | 10.25% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.24 | 2.33 |
| Skew | -0.71 | 0.2 |
| Kurtosis | 20.45 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.7% | 4.27% |
| Expected Yearly % | -4.8% | 34.02% |
| Kelly Criterion | -5.57% | 1.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11371183:BTCUSD | 11371183:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.75 | 0.76 | - |
| 2025 | 30.14 | -29.62 | -0.98 | - |
| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -5.24% | 45.08% |
| 6M | -26.89% | 28.47% |
| YTD | -29.62% | 30.14% |
| 1Y | -8.37% | 105.13% |
| 3Y (ann.) | -8.43% | 68.87% |
| 5Y (ann.) | -8.43% | 68.87% |
| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| Max Drawdown | -34.79% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -34.79 | 208 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-06-05 | 2024-08-13 | -5.80 | 69 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-19 | 2024-10-14 | -2.11 | 24 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -13.13% | -12.33% |
| Best Month | 13.33% | 37.42% |
| Worst Month | -18.57% | -17.69% |
| Best Year | 28.75% | 38.02% |
| Worst Year | -29.62% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.03% | 6.97% |
| Avg. Down Week | -2.25% | -3.72% |
| Avg. Up Month | 6.2% | 14.57% |
| Avg. Down Month | -5.45% | -7.82% |
| Win Days % | 47.63% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |