| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 4.68% | 79.62% |
| Max Drawdown | -14.02% | -29.51% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.25 | 0.96 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.8 | 1.08 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 43.32 | 2.88 |
| Outlier Loss Ratio | 3.99 | 2.94 |
| Volatility (ann.) | 7.05% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.3 | 2.33 |
| Skew | -0.21 | 0.2 |
| Kurtosis | 29.96 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.33% | 4.27% |
| Expected Yearly % | 2.31% | 34.02% |
| Kelly Criterion | -3.77% | 0.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11379555:BTCUSD | 11379555:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.24 | 0.14 | - |
| 2025 | 30.14 | -0.53 | -0.02 | - |
| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| MTD | -0.77% | 13.36% |
| 3M | 8.42% | 45.08% |
| 6M | -0.59% | 28.47% |
| YTD | -0.53% | 30.14% |
| 1Y | 5.57% | 105.13% |
| 3Y (ann.) | 4.17% | 68.87% |
| 5Y (ann.) | 4.17% | 68.87% |
| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| Max Drawdown | -14.02% | -29.51% |
| Longest DD Days | 207.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-06-16 | -14.02 | 207 |
| 2024-08-22 | 2024-11-20 | -7.03 | 89 |
| 2024-07-05 | 2024-07-26 | -4.89 | 21 |
| 2025-06-16 | 2025-07-14 | -4.58 | 27 |
| 2024-07-27 | 2024-08-20 | -3.73 | 23 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.01% | 18.93% |
| Worst Week | -8.66% | -12.33% |
| Best Month | 8.63% | 37.42% |
| Worst Month | -7.11% | -17.69% |
| Best Year | 5.24% | 38.02% |
| Worst Year | -0.53% | 30.14% |
| Avg. Up Day | 0.67% | 0.68% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.31% | 6.03% |
| Avg. Down Week | -2.53% | -5.39% |
| Avg. Up Month | 4.17% | 18.38% |
| Avg. Down Month | -7.11% | -17.69% |
| Win Days % | 49.61% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 54.84% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |