| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -6.66% | 79.62% |
| Max Drawdown | -21.42% | -29.51% |
| Sharpe | -0.15 | 0.65 |
| Sortino | -0.2 | 0.96 |
| Payoff Ratio | 0.93 | 0.93 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.43 | 0.53 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 40.47 | 3.04 |
| Outlier Loss Ratio | 3.69 | 3.13 |
| Volatility (ann.) | 8.25% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.28 | 2.33 |
| Skew | -0.6 | 0.2 |
| Kurtosis | 31.68 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.49% | 4.27% |
| Expected Yearly % | -3.39% | 34.02% |
| Kelly Criterion | -6.97% | 0.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11377241:BTCUSD | 11377241:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.41 | 0.06 | - |
| 2025 | 30.14 | -8.86 | -0.29 | - |
| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| MTD | 3.87% | 13.36% |
| 3M | 8.6% | 45.08% |
| 6M | -7.85% | 28.47% |
| YTD | -8.86% | 30.14% |
| 1Y | -3.68% | 105.13% |
| 3Y (ann.) | -5.98% | 68.87% |
| 5Y (ann.) | -5.98% | 68.87% |
| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| Max Drawdown | -21.42% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -21.42 | 206 |
| 2024-07-04 | 2024-08-20 | -7.04 | 46 |
| 2024-10-20 | 2024-11-20 | -5.09 | 30 |
| 2024-08-20 | 2024-09-18 | -4.84 | 29 |
| 2024-09-20 | 2024-09-27 | -3.23 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-14 | -0.91 | 16 |
| 2024-11-22 | 2024-12-14 | -0.38 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-11-21 | 2024-11-21 | -0.18 | 0 |
| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 8.21% | 37.42% |
| Worst Month | -6.46% | -17.69% |
| Best Year | 2.41% | 38.02% |
| Worst Year | -8.86% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.74% | 5.95% |
| Avg. Down Week | -2.58% | -4.59% |
| Avg. Up Month | 5.31% | 18.06% |
| Avg. Down Month | -5.04% | -7.67% |
| Win Days % | 48.38% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |