| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -7.42% | 75.42% |
| Max Drawdown | -33.13% | -29.51% |
| Sharpe | -0.12 | 0.63 |
| Sortino | -0.16 | 0.92 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 1.02 | 0.96 |
| Outlier Win Ratio | 26.89 | 3.2 |
| Outlier Loss Ratio | 3.72 | 3.26 |
| Volatility (ann.) | 10.24% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.2 | 2.19 |
| Skew | -0.48 | 0.2 |
| Kurtosis | 20.43 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.55% | 4.1% |
| Expected Yearly % | -3.78% | 32.45% |
| Kelly Criterion | -4.51% | 1.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11371963:BTCUSD | 11371963:btcusd:triple_med_gx:lsma110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.27 | 0.74 | - |
| 2025 | 27.10 | -27.82 | -1.03 | - |
| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| MTD | -0.54% | 10.71% |
| 3M | -4.47% | 41.88% |
| 6M | -24.15% | 22.91% |
| YTD | -27.82% | 27.1% |
| 1Y | -7.23% | 82.29% |
| 3Y (ann.) | -6.62% | 64.73% |
| 5Y (ann.) | -6.62% | 64.73% |
| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| Max Drawdown | -33.13% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.66% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | -0.22 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -33.13 | 211 |
| 2024-08-14 | 2024-09-12 | -6.19 | 29 |
| 2024-06-07 | 2024-08-11 | -5.69 | 64 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-11-08 | -2.27 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-14 | -1.58 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -16.79% | -17.69% |
| Best Year | 28.27% | 38.02% |
| Worst Year | -27.82% | 27.1% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.22% | 7.42% |
| Avg. Down Week | -2.78% | -3.72% |
| Avg. Up Month | 6.26% | 14.57% |
| Avg. Down Month | -5.06% | -7.82% |
| Win Days % | 47.99% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |