| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 0.3% | 79.62% |
| Max Drawdown | -31.8% | -29.51% |
| Sharpe | 0.06 | 0.65 |
| Sortino | 0.08 | 0.96 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 25.32 | 3.19 |
| Outlier Loss Ratio | 3.8 | 3.38 |
| Volatility (ann.) | 10.48% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.01 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 20.01 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.02% | 4.27% |
| Expected Yearly % | 0.15% | 34.02% |
| Kelly Criterion | -2.9% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11371201:BTCUSD | 11371201:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.21 | 0.93 | - |
| 2025 | 30.14 | -25.82 | -0.86 | - |
| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| MTD | 1.6% | 13.36% |
| 3M | -3.23% | 45.08% |
| 6M | -22.94% | 28.47% |
| YTD | -25.82% | 30.14% |
| 1Y | 6.01% | 105.13% |
| 3Y (ann.) | 0.27% | 68.87% |
| 5Y (ann.) | 0.27% | 68.87% |
| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| Max Drawdown | -31.8% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.80 | 188 |
| 2024-06-07 | 2024-09-19 | -11.96 | 103 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-10-13 | -1.23 | 24 |
| 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 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-12 | 2024-12-13 | -0.80 | 31 |
| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 18.33% | 37.42% |
| Worst Month | -18.64% | -17.69% |
| Best Year | 35.21% | 38.02% |
| Worst Year | -25.82% | 30.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.22% | 7.22% |
| Avg. Down Week | -2.91% | -2.66% |
| Avg. Up Month | 7.11% | 15.71% |
| Avg. Down Month | -6.45% | -8.96% |
| Win Days % | 48.48% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |