| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -0.66% | 79.62% |
| Max Drawdown | -18.36% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 32.79 | 3.12 |
| Outlier Loss Ratio | 3.52 | 3.13 |
| Volatility (ann.) | 9.58% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.03 | 2.33 |
| Skew | -1.09 | 0.2 |
| Kurtosis | 36.73 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.05% | 4.27% |
| Expected Yearly % | -0.33% | 34.02% |
| Kelly Criterion | -2.76% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11380021:BTCUSD | 11380021:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.58 | 0.15 | - |
| 2025 | 30.14 | -5.92 | -0.20 | - |
| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | 0.91% | 45.08% |
| 6M | -2.31% | 28.47% |
| YTD | -5.92% | 30.14% |
| 1Y | 8.47% | 105.13% |
| 3Y (ann.) | -0.59% | 68.87% |
| 5Y (ann.) | -0.59% | 68.87% |
| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -6.42% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.04 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.36 | 208 |
| 2024-07-02 | 2024-11-10 | -11.40 | 130 |
| 2024-11-12 | 2024-12-16 | -1.37 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 15.92% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 5.58% | 38.02% |
| Worst Year | -5.92% | 30.14% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.53% | 7.09% |
| Avg. Down Week | -3.01% | -3.09% |
| Avg. Up Month | 4.48% | 15.71% |
| Avg. Down Month | -3.53% | -4.68% |
| Win Days % | 48.72% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 52.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |