| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -1.75% | 79.62% |
| Max Drawdown | -20.73% | -29.51% |
| Sharpe | 0.01 | 0.65 |
| Sortino | 0.01 | 0.96 |
| Payoff Ratio | 1.02 | 0.98 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.03 | 1.08 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 28.81 | 3.16 |
| Outlier Loss Ratio | 3.72 | 3.19 |
| Volatility (ann.) | 9.75% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.08 | 2.33 |
| Skew | 0.04 | 0.2 |
| Kurtosis | 22.34 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.13% | 4.27% |
| Expected Yearly % | -0.88% | 34.02% |
| Kelly Criterion | -2.97% | 3.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11371244:BTCUSD | 11371244:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.41 | 0.41 | - |
| 2025 | 30.14 | -14.87 | -0.49 | - |
| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| MTD | 0.54% | 13.36% |
| 3M | -5.83% | 45.08% |
| 6M | -11.37% | 28.47% |
| YTD | -14.87% | 30.14% |
| 1Y | 7.72% | 105.13% |
| 3Y (ann.) | -1.57% | 68.87% |
| 5Y (ann.) | -1.57% | 68.87% |
| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -7.15% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -20.73 | 188 |
| 2024-06-07 | 2024-11-09 | -18.24 | 155 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2024-11-12 | 2024-12-15 | -2.08 | 33 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -9.23% | -12.33% |
| Best Month | 16.67% | 37.42% |
| Worst Month | -8.09% | -17.69% |
| Best Year | 15.41% | 38.02% |
| Worst Year | -14.87% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.99% | 7.45% |
| Avg. Down Week | -3.69% | -2.88% |
| Avg. Up Month | 5.69% | 15.71% |
| Avg. Down Month | -3.7% | -8.96% |
| Win Days % | 47.93% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |