| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 9.12% | 79.62% |
| Max Drawdown | -13.59% | -29.51% |
| Sharpe | 0.31 | 0.65 |
| Sortino | 0.45 | 0.96 |
| Payoff Ratio | 1.02 | 0.88 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.74 | 1.08 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | 1.53 | 0.98 |
| Outlier Win Ratio | 47.89 | 2.96 |
| Outlier Loss Ratio | 3.89 | 2.83 |
| Volatility (ann.) | 6.99% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.6 | 2.33 |
| Skew | -0.22 | 0.2 |
| Kurtosis | 43.12 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.63% | 4.27% |
| Expected Yearly % | 4.46% | 34.02% |
| Kelly Criterion | 2.99% | -2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11379443:BTCUSD | 11379443:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.45 | 0.09 | - |
| 2025 | 30.14 | 5.49 | 0.18 | - |
| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| MTD | 5.07% | 13.36% |
| 3M | 15.48% | 45.08% |
| 6M | 4.82% | 28.47% |
| YTD | 5.49% | 30.14% |
| 1Y | 8.17% | 105.13% |
| 3Y (ann.) | 8.12% | 68.87% |
| 5Y (ann.) | 8.12% | 68.87% |
| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| Max Drawdown | -13.59% | -29.51% |
| Longest DD Days | 285.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.67 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-10 | -13.59 | 285 |
| 2024-07-22 | 2024-08-16 | -5.43 | 25 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-21 | 2024-09-26 | -2.00 | 5 |
| 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 |
| 2024-09-20 | 2024-09-20 | -0.18 | 0 |
| 2024-08-18 | 2024-08-18 | -0.02 | 0 |
| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443: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 | 9.71% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | 5.49% | 38.02% |
| Worst Year | 3.45% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.66% | -0.78% |
| Avg. Up Week | 2.97% | 5.41% |
| Avg. Down Week | -2.89% | -4.11% |
| Avg. Up Month | 3.55% | 14.08% |
| Avg. Down Month | -3.24% | -7.67% |
| Win Days % | 51.05% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |