| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.74% | 79.62% |
| Max Drawdown | -15.66% | -29.51% |
| Sharpe | 0.28 | 0.65 |
| Sortino | 0.41 | 0.96 |
| Payoff Ratio | 1.02 | 0.91 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 2.04 | 1.08 |
| CPC Index | 0.57 | 0.52 |
| Tail Ratio | 1.84 | 0.98 |
| Outlier Win Ratio | 40.82 | 3.04 |
| Outlier Loss Ratio | 3.83 | 3.0 |
| Volatility (ann.) | 7.67% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.5 | 2.33 |
| Skew | 0.08 | 0.2 |
| Kurtosis | 32.78 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.6% | 4.27% |
| Expected Yearly % | 4.28% | 34.02% |
| Kelly Criterion | 1.88% | -1.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11378318:BTCUSD | 11378318:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.06 | 0.13 | - |
| 2025 | 30.14 | 3.51 | 0.12 | - |
| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| MTD | 2.99% | 13.36% |
| 3M | 10.36% | 45.08% |
| 6M | 3.97% | 28.47% |
| YTD | 3.51% | 30.14% |
| 1Y | 7.79% | 105.13% |
| 3Y (ann.) | 7.79% | 68.87% |
| 5Y (ann.) | 7.79% | 68.87% |
| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -15.66 | 289 |
| 2024-07-22 | 2024-08-16 | -6.01 | 25 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 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 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| 2024-07-21 | 2024-07-21 | -0.18 | 0 |
| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.42% | -12.33% |
| Best Month | 8.75% | 37.42% |
| Worst Month | -4.63% | -17.69% |
| Best Year | 5.06% | 38.02% |
| Worst Year | 3.51% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 2.88% | 4.63% |
| Avg. Down Week | -2.36% | -4.24% |
| Avg. Up Month | 4.03% | 15.07% |
| Avg. Down Month | -4.02% | -10.46% |
| Win Days % | 50.38% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |