| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.41% | 79.62% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.46 | 0.65 |
| Sortino | 0.67 | 0.96 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 2.62 | 1.08 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 2.21 | 0.98 |
| Outlier Win Ratio | 35.03 | 3.06 |
| Outlier Loss Ratio | 4.03 | 3.08 |
| Volatility (ann.) | 8.61% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.0 | 2.33 |
| Skew | -0.32 | 0.2 |
| Kurtosis | 47.18 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.15% | 4.27% |
| Expected Yearly % | 8.35% | 34.02% |
| Kelly Criterion | 1.35% | 2.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11377351:BTCUSD | 11377351:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.55 | 0.41 | - |
| 2025 | 30.14 | 1.60 | 0.05 | - |
| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 8.94% | 45.08% |
| 6M | 0.26% | 28.47% |
| YTD | 1.6% | 30.14% |
| 1Y | 15.97% | 105.13% |
| 3Y (ann.) | 15.44% | 68.87% |
| 5Y (ann.) | 15.44% | 68.87% |
| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.13 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -15.46 | 170 |
| 2024-09-20 | 2024-11-21 | -8.56 | 61 |
| 2024-07-06 | 2024-07-27 | -5.94 | 21 |
| 2024-08-20 | 2024-09-19 | -3.85 | 30 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-07-27 | 2024-08-18 | -2.02 | 21 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-10 | 2025-01-23 | -1.72 | 12 |
| 2024-11-21 | 2024-12-15 | -1.46 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -5.42% | -17.69% |
| Best Year | 15.55% | 38.02% |
| Worst Year | 1.6% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.97% | 6.21% |
| Avg. Down Week | -2.55% | -4.51% |
| Avg. Up Month | 3.95% | 14.62% |
| Avg. Down Month | -3.28% | -9.89% |
| Win Days % | 50.67% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |