| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 14.23% | 79.62% |
| Max Drawdown | -19.58% | -29.51% |
| Sharpe | 0.41 | 0.65 |
| Sortino | 0.59 | 0.96 |
| Payoff Ratio | 0.91 | 0.84 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 2.02 | 1.08 |
| CPC Index | 0.56 | 0.48 |
| Tail Ratio | 1.76 | 0.98 |
| Outlier Win Ratio | 34.29 | 3.07 |
| Outlier Loss Ratio | 4.14 | 3.14 |
| Volatility (ann.) | 8.03% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.65 | 2.33 |
| Skew | -0.16 | 0.2 |
| Kurtosis | 24.19 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.95% | 4.27% |
| Expected Yearly % | 6.88% | 34.02% |
| Kelly Criterion | 1.87% | -5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11377407:BTCUSD | 11377407:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.07 | 0.45 | - |
| 2025 | 30.14 | -2.43 | -0.08 | - |
| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| MTD | 0.52% | 13.36% |
| 3M | 9.86% | 45.08% |
| 6M | -1.07% | 28.47% |
| YTD | -2.43% | 30.14% |
| 1Y | 13.61% | 105.13% |
| 3Y (ann.) | 12.64% | 68.87% |
| 5Y (ann.) | 12.64% | 68.87% |
| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| Max Drawdown | -19.58% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.73 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-05-01 | -19.58 | 116 |
| 2025-05-02 | 2025-07-14 | -5.42 | 72 |
| 2024-08-20 | 2024-10-24 | -4.33 | 65 |
| 2024-07-23 | 2024-07-26 | -4.08 | 2 |
| 2024-10-25 | 2024-11-20 | -3.83 | 26 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-06-11 | 2024-07-06 | -2.07 | 25 |
| 2024-07-27 | 2024-08-18 | -1.67 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-22 | 2024-12-15 | -0.74 | 22 |
| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -7.56% | -12.33% |
| Best Month | 9.73% | 37.42% |
| Worst Month | -11.33% | -17.69% |
| Best Year | 17.07% | 38.02% |
| Worst Year | -2.43% | 30.14% |
| Avg. Up Day | 0.64% | 0.66% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 3.19% | 5.87% |
| Avg. Down Week | -2.13% | -5.09% |
| Avg. Up Month | 4.23% | 15.0% |
| Avg. Down Month | -4.84% | -12.52% |
| Win Days % | 53.29% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 40.54% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |