| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 1.37% | 79.62% |
| Max Drawdown | -17.81% | -29.51% |
| Sharpe | 0.08 | 0.65 |
| Sortino | 0.11 | 0.96 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 48.43 | 2.86 |
| Outlier Loss Ratio | 3.98 | 3.08 |
| Volatility (ann.) | 6.89% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.07 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 32.95 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.1% | 4.27% |
| Expected Yearly % | 0.69% | 34.02% |
| Kelly Criterion | -3.92% | 1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11380731:BTCUSD | 11380731:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.31 | 0.19 | - |
| 2025 | 30.14 | -5.53 | -0.18 | - |
| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| MTD | 1.04% | 13.36% |
| 3M | 12.34% | 45.08% |
| 6M | -4.17% | 28.47% |
| YTD | -5.53% | 30.14% |
| 1Y | 3.16% | 105.13% |
| 3Y (ann.) | 1.23% | 68.87% |
| 5Y (ann.) | 1.23% | 68.87% |
| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| Max Drawdown | -17.81% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-07-14 | -17.81 | 234 |
| 2024-09-28 | 2024-11-19 | -5.65 | 52 |
| 2024-07-05 | 2024-07-26 | -4.66 | 20 |
| 2024-07-27 | 2024-08-20 | -3.81 | 23 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-27 | -3.00 | 36 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.65% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 10.54% | 37.42% |
| Worst Month | -7.33% | -17.69% |
| Best Year | 7.31% | 38.02% |
| Worst Year | -5.53% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 3.52% | 7.44% |
| Avg. Down Week | -2.62% | -5.2% |
| Avg. Up Month | 3.28% | 15.0% |
| Avg. Down Month | -5.4% | -9.89% |
| Win Days % | 49.56% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |