| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -8.13% | 79.62% |
| Max Drawdown | -15.8% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 37.63 | 3.04 |
| Outlier Loss Ratio | 3.93 | 3.13 |
| Volatility (ann.) | 8.46% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.46 | 2.33 |
| Skew | -0.33 | 0.2 |
| Kurtosis | 29.06 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.6% | 4.27% |
| Expected Yearly % | -4.15% | 34.02% |
| Kelly Criterion | -6.69% | 1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11375172:BTCUSD | 11375172:btcusd:triple_med_gx:lsma110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.25 | -0.09 | - |
| 2025 | 30.14 | -5.04 | -0.17 | - |
| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| MTD | 1.81% | 13.36% |
| 3M | 2.74% | 45.08% |
| 6M | -3.25% | 28.47% |
| YTD | -5.04% | 30.14% |
| 1Y | -0.97% | 105.13% |
| 3Y (ann.) | -7.31% | 68.87% |
| 5Y (ann.) | -7.31% | 68.87% |
| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| Max Drawdown | -15.8% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -8.6% | -4.58% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.51 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -15.80 | 206 |
| 2024-07-04 | 2024-10-20 | -13.41 | 108 |
| 2024-10-21 | 2024-11-21 | -5.01 | 31 |
| 2024-12-19 | 2024-12-19 | -0.18 | 0 |
| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 12.11% | 37.42% |
| Worst Month | -8.65% | -17.69% |
| Best Year | -3.25% | 38.02% |
| Worst Year | -5.04% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 2.59% | 3.93% |
| Avg. Down Week | -2.97% | -4.37% |
| Avg. Up Month | 5.5% | 18.06% |
| Avg. Down Month | -3.72% | -7.93% |
| Win Days % | 45.3% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |