| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -2.7% | 79.62% |
| Max Drawdown | -25.14% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 26.95 | 3.18 |
| Outlier Loss Ratio | 3.82 | 3.43 |
| Volatility (ann.) | 10.31% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.1 | 2.33 |
| Skew | -0.35 | 0.2 |
| Kurtosis | 21.66 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.2% | 4.27% |
| Expected Yearly % | -1.36% | 34.02% |
| Kelly Criterion | -3.22% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11371222:BTCUSD | 11371222:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.24 | 0.53 | - |
| 2025 | 30.14 | -19.08 | -0.63 | - |
| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -0.86% | 45.08% |
| 6M | -15.6% | 28.47% |
| YTD | -19.08% | 30.14% |
| 1Y | 8.06% | 105.13% |
| 3Y (ann.) | -2.42% | 68.87% |
| 5Y (ann.) | -2.42% | 68.87% |
| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| Max Drawdown | -25.14% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.47% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.11 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.14 | 188 |
| 2024-06-07 | 2024-10-18 | -18.92 | 133 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2024-10-18 | 2024-11-06 | -1.23 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-12 | 2024-12-13 | -0.69 | 31 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -11.67% | -12.33% |
| Best Month | 18.33% | 37.42% |
| Worst Month | -14.78% | -17.69% |
| Best Year | 20.24% | 38.02% |
| Worst Year | -19.08% | 30.14% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.96% | 6.28% |
| Avg. Down Week | -3.95% | -2.77% |
| Avg. Up Month | 7.12% | 15.71% |
| Avg. Down Month | -8.39% | -6.06% |
| Win Days % | 48.28% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 57.58% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |