| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -5.22% | 79.62% |
| Max Drawdown | -25.18% | -29.51% |
| Sharpe | -0.07 | 0.65 |
| Sortino | -0.1 | 0.96 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 28.7 | 3.22 |
| Outlier Loss Ratio | 3.77 | 3.16 |
| Volatility (ann.) | 9.8% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.19 | 2.33 |
| Skew | -0.09 | 0.2 |
| Kurtosis | 20.63 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.38% | 4.27% |
| Expected Yearly % | -2.64% | 34.02% |
| Kelly Criterion | -3.83% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11372789:BTCUSD | 11372789:btcusd:triple_med_gx:lsma110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.38 | 0.46 | - |
| 2025 | 30.14 | -19.25 | -0.64 | - |
| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -6.15% | 45.08% |
| 6M | -17.36% | 28.47% |
| YTD | -19.25% | 30.14% |
| 1Y | -3.45% | 105.13% |
| 3Y (ann.) | -4.68% | 68.87% |
| 5Y (ann.) | -4.68% | 68.87% |
| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| Max Drawdown | -25.18% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -25.18 | 208 |
| 2024-07-01 | 2024-09-18 | -8.61 | 79 |
| 2024-06-07 | 2024-07-01 | -3.73 | 23 |
| 2024-12-09 | 2024-12-15 | -2.55 | 6 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-09-19 | 2024-10-14 | -1.58 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.48% | -12.33% |
| Best Month | 12.89% | 37.42% |
| Worst Month | -9.42% | -17.69% |
| Best Year | 17.38% | 38.02% |
| Worst Year | -19.25% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.49% | 7.07% |
| Avg. Down Week | -2.29% | -4.15% |
| Avg. Up Month | 6.57% | 17.44% |
| Avg. Down Month | -4.63% | -7.93% |
| Win Days % | 47.38% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 39.39% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |