| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.72% | 79.62% |
| Max Drawdown | -22.8% | -29.51% |
| Sharpe | 0.46 | 0.65 |
| Sortino | 0.64 | 0.96 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 2.95 | 1.08 |
| CPC Index | 0.62 | 0.55 |
| Tail Ratio | 2.49 | 0.98 |
| Outlier Win Ratio | 35.14 | 3.17 |
| Outlier Loss Ratio | 3.75 | 3.1 |
| Volatility (ann.) | 8.87% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.69 | 2.33 |
| Skew | -0.83 | 0.2 |
| Kurtosis | 30.66 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.17% | 4.27% |
| Expected Yearly % | 8.5% | 34.02% |
| Kelly Criterion | 3.13% | 1.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11380954:BTCUSD | 11380954:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.96 | 0.47 | - |
| 2025 | 30.14 | -0.21 | -0.01 | - |
| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 4.97% | 45.08% |
| 6M | 0.21% | 28.47% |
| YTD | -0.21% | 30.14% |
| 1Y | 13.77% | 105.13% |
| 3Y (ann.) | 15.71% | 68.87% |
| 5Y (ann.) | 15.71% | 68.87% |
| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.78 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -22.80 | 233 |
| 2024-09-28 | 2024-11-20 | -2.57 | 53 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-07-12 | 2024-07-13 | -0.65 | 0 |
| 2024-08-24 | 2024-08-30 | -0.59 | 6 |
| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -12.98% | -12.33% |
| Best Month | 15.48% | 37.42% |
| Worst Month | -12.98% | -17.69% |
| Best Year | 17.96% | 38.02% |
| Worst Year | -0.21% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.77% | -0.84% |
| Avg. Up Week | 3.68% | 7.38% |
| Avg. Down Week | -3.78% | -4.29% |
| Avg. Up Month | 6.8% | 14.17% |
| Avg. Down Month | -8.07% | -7.67% |
| Win Days % | 51.21% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 56.25% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |