| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.21% | 79.62% |
| Max Drawdown | -14.2% | -29.51% |
| Sharpe | 0.37 | 0.65 |
| Sortino | 0.53 | 0.96 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 3.05 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 2.66 | 0.98 |
| Outlier Win Ratio | 38.71 | 3.01 |
| Outlier Loss Ratio | 4.05 | 3.06 |
| Volatility (ann.) | 7.89% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.76 | 2.33 |
| Skew | -0.11 | 0.2 |
| Kurtosis | 30.32 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.83% | 4.27% |
| Expected Yearly % | 5.93% | 34.02% |
| Kelly Criterion | 0.41% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11379667:BTCUSD | 11379667:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.39 | 0.51 | - |
| 2025 | 30.14 | -6.02 | -0.20 | - |
| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.23% | 45.08% |
| 6M | -6.64% | 28.47% |
| YTD | -6.02% | 30.14% |
| 1Y | 13.11% | 105.13% |
| 3Y (ann.) | 10.85% | 68.87% |
| 5Y (ann.) | 10.85% | 68.87% |
| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| Max Drawdown | -14.2% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.25% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.86 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -14.20 | 208 |
| 2024-07-07 | 2024-07-26 | -4.72 | 19 |
| 2024-09-29 | 2024-11-10 | -4.72 | 41 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-26 | -3.27 | 35 |
| 2024-07-27 | 2024-08-20 | -3.10 | 23 |
| 2024-11-23 | 2024-12-15 | -1.31 | 22 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 14.09% | 37.42% |
| Worst Month | -5.46% | -17.69% |
| Best Year | 19.39% | 38.02% |
| Worst Year | -6.02% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.58% | 6.83% |
| Avg. Down Week | -1.82% | -5.37% |
| Avg. Up Month | 3.29% | 13.2% |
| Avg. Down Month | -5.21% | -9.89% |
| Win Days % | 48.7% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |