| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.64% | 79.62% |
| Max Drawdown | -18.24% | -29.51% |
| Sharpe | 0.45 | 0.65 |
| Sortino | 0.64 | 0.96 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 2.44 | 1.08 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 2.09 | 0.98 |
| Outlier Win Ratio | 33.78 | 3.07 |
| Outlier Loss Ratio | 4.07 | 3.0 |
| Volatility (ann.) | 8.47% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.81 | 2.33 |
| Skew | -0.59 | 0.2 |
| Kurtosis | 28.95 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.11% | 4.27% |
| Expected Yearly % | 8.0% | 34.02% |
| Kelly Criterion | 2.82% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11379723:BTCUSD | 11379723:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.53 | 0.36 | - |
| 2025 | 30.14 | 2.74 | 0.09 | - |
| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 11.54% | 45.08% |
| 6M | 5.25% | 28.47% |
| YTD | 2.74% | 30.14% |
| 1Y | 15.5% | 105.13% |
| 3Y (ann.) | 14.76% | 68.87% |
| 5Y (ann.) | 14.76% | 68.87% |
| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| Max Drawdown | -18.24% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.8% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.91 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -18.24 | 233 |
| 2024-08-22 | 2024-11-18 | -6.46 | 88 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-27 | 2024-08-19 | -1.67 | 22 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-07-14 | 2024-07-25 | -0.84 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 11.94% | 37.42% |
| Worst Month | -6.61% | -17.69% |
| Best Year | 13.53% | 38.02% |
| Worst Year | 2.74% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.46% | 8.04% |
| Avg. Down Week | -2.7% | -4.53% |
| Avg. Up Month | 6.04% | 13.55% |
| Avg. Down Month | -3.61% | -7.93% |
| Win Days % | 48.21% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |