| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -16.23% | 79.62% |
| Max Drawdown | -33.9% | -29.51% |
| Sharpe | -0.37 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 0.91 | 0.89 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.77 | 1.08 |
| CPC Index | 0.39 | 0.51 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 33.79 | 3.12 |
| Outlier Loss Ratio | 3.42 | 3.09 |
| Volatility (ann.) | 9.52% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.43 | 2.33 |
| Skew | -1.38 | 0.2 |
| Kurtosis | 34.77 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.26% | 4.27% |
| Expected Yearly % | -8.47% | 34.02% |
| Kelly Criterion | -9.03% | -2.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11375573:BTCUSD | 11375573:btcusd:triple_med_gx:lsma110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.43 | 0.46 | - |
| 2025 | 30.14 | -28.66 | -0.95 | - |
| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -4.72% | 45.08% |
| 6M | -25.56% | 28.47% |
| YTD | -28.66% | 30.14% |
| 1Y | -15.65% | 105.13% |
| 3Y (ann.) | -14.65% | 68.87% |
| 5Y (ann.) | -14.65% | 68.87% |
| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| Max Drawdown | -33.9% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.56% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.48 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -33.90 | 208 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-07-01 | 2024-08-13 | -5.57 | 42 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-19 | 2024-10-16 | -2.67 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -7.7% | -12.33% |
| Best Month | 11.07% | 37.42% |
| Worst Month | -17.63% | -17.69% |
| Best Year | 17.43% | 38.02% |
| Worst Year | -28.66% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.86% | 9.17% |
| Avg. Down Week | -3.05% | -4.07% |
| Avg. Up Month | 7.0% | 18.55% |
| Avg. Down Month | -6.25% | -7.93% |
| Win Days % | 48.06% | 51.93% |
| Win Month % | 23.08% | 64.29% |
| Win Week % | 31.03% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |