| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 12.18% | 79.62% |
| Max Drawdown | -21.57% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.43 | 0.96 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 27.52 | 3.32 |
| Outlier Loss Ratio | 3.83 | 3.42 |
| Volatility (ann.) | 10.67% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.5 | 2.33 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 38.19 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.82% | 4.27% |
| Expected Yearly % | 5.91% | 34.02% |
| Kelly Criterion | 1.66% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11379744:BTCUSD | 11379744:btcusd:triple_med_gx:lsma210_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.52 | 0.36 | - |
| 2025 | 30.14 | -1.18 | -0.04 | - |
| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 19.33% | 45.08% |
| 6M | -1.18% | 28.47% |
| YTD | -1.18% | 30.14% |
| 1Y | 10.27% | 105.13% |
| 3Y (ann.) | 10.83% | 68.87% |
| 5Y (ann.) | 10.83% | 68.87% |
| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| Max Drawdown | -21.57% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -4.88% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -21.57 | 233 |
| 2024-07-29 | 2024-11-21 | -19.02 | 114 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-03 | 2024-07-25 | -0.84 | 51 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 23.72% | 37.42% |
| Worst Month | -8.76% | -17.69% |
| Best Year | 13.52% | 38.02% |
| Worst Year | -1.18% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.0% | 6.56% |
| Avg. Down Week | -3.47% | -4.55% |
| Avg. Up Month | 7.81% | 15.82% |
| Avg. Down Month | -7.12% | -9.5% |
| Win Days % | 49.86% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |