| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 5.89% | 79.62% |
| Max Drawdown | -17.57% | -29.51% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.25 | 0.96 |
| Payoff Ratio | 0.98 | 0.92 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 31.37 | 3.18 |
| Outlier Loss Ratio | 3.59 | 3.03 |
| Volatility (ann.) | 9.39% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.3 | 2.33 |
| Skew | -1.43 | 0.2 |
| Kurtosis | 34.62 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.41% | 4.27% |
| Expected Yearly % | 2.9% | 34.02% |
| Kelly Criterion | 0.01% | -0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11379979:BTCUSD | 11379979:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.44 | 0.49 | - |
| 2025 | 30.14 | -10.60 | -0.35 | - |
| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -1.16% | 45.08% |
| 6M | -6.67% | 28.47% |
| YTD | -10.6% | 30.14% |
| 1Y | 6.52% | 105.13% |
| 3Y (ann.) | 5.25% | 68.87% |
| 5Y (ann.) | 5.25% | 68.87% |
| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| Max Drawdown | -17.57% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.34 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -17.57 | 208 |
| 2024-08-22 | 2024-09-18 | -4.87 | 27 |
| 2024-07-01 | 2024-08-16 | -4.55 | 45 |
| 2024-08-18 | 2024-08-21 | -3.11 | 3 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-09-19 | 2024-10-15 | -1.58 | 25 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 11.22% | 37.42% |
| Worst Month | -5.04% | -17.69% |
| Best Year | 18.44% | 38.02% |
| Worst Year | -10.6% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 3.01% | 8.12% |
| Avg. Down Week | -2.47% | -4.31% |
| Avg. Up Month | 5.41% | 16.69% |
| Avg. Down Month | -3.26% | -7.67% |
| Win Days % | 50.58% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |