| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.66% | 79.62% |
| Max Drawdown | -19.15% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.42 | 0.96 |
| Payoff Ratio | 0.98 | 0.92 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.97 | 1.08 |
| CPC Index | 0.57 | 0.53 |
| Tail Ratio | 1.74 | 0.98 |
| Outlier Win Ratio | 45.82 | 2.9 |
| Outlier Loss Ratio | 3.8 | 2.91 |
| Volatility (ann.) | 7.08% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 2.33 |
| Skew | -0.33 | 0.2 |
| Kurtosis | 36.85 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.59% | 4.27% |
| Expected Yearly % | 4.24% | 34.02% |
| Kelly Criterion | 2.25% | -0.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11380786:BTCUSD | 11380786:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.74 | 0.47 | - |
| 2025 | 30.14 | -7.71 | -0.26 | - |
| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| MTD | 2.56% | 13.36% |
| 3M | 11.54% | 45.08% |
| 6M | -7.76% | 28.47% |
| YTD | -7.71% | 30.14% |
| 1Y | 9.56% | 105.13% |
| 3Y (ann.) | 7.71% | 68.87% |
| 5Y (ann.) | 7.71% | 68.87% |
| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-07-14 | -19.15 | 182 |
| 2024-09-25 | 2024-11-21 | -5.41 | 57 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-24 | -2.35 | 33 |
| 2024-07-27 | 2024-08-19 | -1.67 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-12 | 2024-07-24 | -1.00 | 12 |
| 2024-11-22 | 2024-12-15 | -0.89 | 22 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.3% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 9.22% | 37.42% |
| Worst Month | -9.74% | -17.69% |
| Best Year | 17.74% | 38.02% |
| Worst Year | -7.71% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.62% | 6.63% |
| Avg. Down Week | -2.23% | -5.77% |
| Avg. Up Month | 4.67% | 15.82% |
| Avg. Down Month | -4.19% | -9.89% |
| Win Days % | 51.69% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 38.46% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |