| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 11.78% | 79.62% |
| Max Drawdown | -20.86% | -29.51% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.51 | 0.96 |
| Payoff Ratio | 0.93 | 0.91 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 2.8 | 1.08 |
| CPC Index | 0.55 | 0.52 |
| Tail Ratio | 2.46 | 0.98 |
| Outlier Win Ratio | 37.93 | 3.01 |
| Outlier Loss Ratio | 3.92 | 3.07 |
| Volatility (ann.) | 7.67% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.5 | 2.33 |
| Skew | -0.23 | 0.2 |
| Kurtosis | 28.14 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.8% | 4.27% |
| Expected Yearly % | 5.73% | 34.02% |
| Kelly Criterion | 1.19% | -1.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11378486:BTCUSD | 11378486:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.72 | 0.49 | - |
| 2025 | 30.14 | -5.84 | -0.19 | - |
| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 7.55% | 45.08% |
| 6M | -4.41% | 28.47% |
| YTD | -5.84% | 30.14% |
| 1Y | 9.81% | 105.13% |
| 3Y (ann.) | 10.48% | 68.87% |
| 5Y (ann.) | 10.48% | 68.87% |
| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| Max Drawdown | -20.86% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.84% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-07-14 | -20.86 | 209 |
| 2024-08-29 | 2024-11-21 | -6.96 | 83 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-07-27 | 2024-08-18 | -1.67 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-22 | 2024-12-15 | -1.04 | 22 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -6.49% | -12.33% |
| Best Month | 9.44% | 37.42% |
| Worst Month | -12.54% | -17.69% |
| Best Year | 18.72% | 38.02% |
| Worst Year | -5.84% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.88% | 6.55% |
| Avg. Down Week | -2.57% | -5.01% |
| Avg. Up Month | 6.05% | 16.44% |
| Avg. Down Month | -7.12% | -17.69% |
| Win Days % | 52.43% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |