| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -7.68% | 79.62% |
| Max Drawdown | -20.8% | -29.51% |
| Sharpe | -0.19 | 0.65 |
| Sortino | -0.27 | 0.96 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 41.4 | 2.92 |
| Outlier Loss Ratio | 4.04 | 3.04 |
| Volatility (ann.) | 7.67% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.33 | 2.33 |
| Skew | 0.01 | 0.2 |
| Kurtosis | 31.92 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.92% | 34.02% |
| Kelly Criterion | -8.47% | 1.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11378207:BTCUSD | 11378207:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.11 | -0.13 | - |
| 2025 | 30.14 | -2.71 | -0.09 | - |
| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 7.59% | 45.08% |
| 6M | -0.82% | 28.47% |
| YTD | -2.71% | 30.14% |
| 1Y | -5.46% | 105.13% |
| 3Y (ann.) | -6.9% | 68.87% |
| 5Y (ann.) | -6.9% | 68.87% |
| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| Max Drawdown | -20.8% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -8.21% | -4.58% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -20.80 | 289 |
| 2024-07-04 | 2024-09-19 | -9.95 | 76 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 7.43% | 37.42% |
| Worst Month | -8.5% | -17.69% |
| Best Year | -2.71% | 38.02% |
| Worst Year | -5.11% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.04% | 5.04% |
| Avg. Down Week | -2.54% | -4.62% |
| Avg. Up Month | 3.9% | 16.67% |
| Avg. Down Month | -3.52% | -10.46% |
| Win Days % | 45.55% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |