| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 13.71% | 79.62% |
| Max Drawdown | -17.2% | -29.51% |
| Sharpe | 0.39 | 0.65 |
| Sortino | 0.53 | 0.96 |
| Payoff Ratio | 0.96 | 0.86 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 2.8 | 1.08 |
| CPC Index | 0.59 | 0.49 |
| Tail Ratio | 2.42 | 0.98 |
| Outlier Win Ratio | 37.59 | 3.05 |
| Outlier Loss Ratio | 3.7 | 3.07 |
| Volatility (ann.) | 8.26% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.71 | 2.33 |
| Skew | -1.85 | 0.2 |
| Kurtosis | 51.62 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.92% | 4.27% |
| Expected Yearly % | 6.63% | 34.02% |
| Kelly Criterion | 4.65% | -4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11377295:BTCUSD | 11377295:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.93 | 0.31 | - |
| 2025 | 30.14 | 1.59 | 0.05 | - |
| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 12.46% | 45.08% |
| 6M | 0.53% | 28.47% |
| YTD | 1.59% | 30.14% |
| 1Y | 10.73% | 105.13% |
| 3Y (ann.) | 12.18% | 68.87% |
| 5Y (ann.) | 12.18% | 68.87% |
| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| Max Drawdown | -17.2% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.8 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -17.20 | 289 |
| 2024-07-22 | 2024-07-26 | -5.27 | 4 |
| 2024-08-20 | 2024-09-18 | -3.46 | 29 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-08-15 | 2024-08-16 | -0.18 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -6.37% | -12.33% |
| Best Month | 9.55% | 37.42% |
| Worst Month | -4.68% | -17.69% |
| Best Year | 11.93% | 38.02% |
| Worst Year | 1.59% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 2.94% | 4.47% |
| Avg. Down Week | -3.23% | -3.85% |
| Avg. Up Month | 4.38% | 14.41% |
| Avg. Down Month | -3.96% | -7.67% |
| Win Days % | 53.24% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 56.25% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |