| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -11.78% | 79.62% |
| Max Drawdown | -21.64% | -29.51% |
| Sharpe | -0.28 | 0.65 |
| Sortino | -0.38 | 0.96 |
| Payoff Ratio | 0.97 | 0.91 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.83 | 1.08 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 36.98 | 3.05 |
| Outlier Loss Ratio | 3.71 | 3.14 |
| Volatility (ann.) | 8.64% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.49 | 2.33 |
| Skew | -0.87 | 0.2 |
| Kurtosis | 28.96 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.89% | 4.27% |
| Expected Yearly % | -6.07% | 34.02% |
| Kelly Criterion | -8.62% | -0.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11375229:BTCUSD | 11375229:btcusd:triple_med_gx:lsma110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.69 | -0.15 | - |
| 2025 | 30.14 | -6.46 | -0.21 | - |
| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| MTD | 5.61% | 13.36% |
| 3M | 6.41% | 45.08% |
| 6M | -5.38% | 28.47% |
| YTD | -6.46% | 30.14% |
| 1Y | -6.07% | 105.13% |
| 3Y (ann.) | -10.6% | 68.87% |
| 5Y (ann.) | -10.6% | 68.87% |
| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -6.55% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -21.64 | 206 |
| 2024-07-04 | 2024-09-26 | -11.77 | 84 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-09-28 | 2024-10-20 | -0.61 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-12-18 | 2024-12-19 | -0.18 | 0 |
| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.52% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 10.14% | 37.42% |
| Worst Month | -7.91% | -17.69% |
| Best Year | -5.69% | 38.02% |
| Worst Year | -6.46% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.2% | 4.39% |
| Avg. Down Week | -2.62% | -4.24% |
| Avg. Up Month | 5.52% | 18.06% |
| Avg. Down Month | -4.41% | -7.93% |
| Win Days % | 46.53% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |