| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 9.87% | 61.52% |
| Max Drawdown | -14.36% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.55 | 0.97 |
| Outlier Win Ratio | 35.14 | 3.0 |
| Outlier Loss Ratio | 3.53 | 2.87 |
| Volatility (ann.) | 8.56% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.67 | 2.02 |
| Skew | -0.37 | 0.21 |
| Kurtosis | 29.09 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.76% |
| Expected Yearly % | 4.82% | 27.09% |
| Kelly Criterion | 1.91% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11381200:BTCUSD | 11381200:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.92 | 0.37 | - |
| 2025 | 17.02 | -3.56 | -0.21 | - |
| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.57% | 31.76% |
| 6M | -5.09% | 12.25% |
| YTD | -3.56% | 17.02% |
| 1Y | 9.87% | 57.19% |
| 3Y (ann.) | 9.59% | 59.47% |
| 5Y (ann.) | 9.59% | 59.47% |
| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.12% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.36 | 175 |
| 2024-07-01 | 2024-08-21 | -5.53 | 51 |
| 2024-08-22 | 2024-09-17 | -4.52 | 26 |
| 2024-09-19 | 2024-11-10 | -1.91 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 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 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 11.22% | 37.42% |
| Worst Month | -5.0% | -17.69% |
| Best Year | 13.92% | 38.02% |
| Worst Year | -3.56% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.65% | 8.12% |
| Avg. Down Week | -2.35% | -4.4% |
| Avg. Up Month | 4.31% | 15.29% |
| Avg. Down Month | -3.13% | -7.67% |
| Win Days % | 50.38% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |