| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.56% | 61.52% |
| Max Drawdown | -12.41% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 0.92 | 0.86 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 2.37 | 1.07 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.9 | 0.97 |
| Outlier Win Ratio | 33.5 | 3.07 |
| Outlier Loss Ratio | 3.42 | 2.87 |
| Volatility (ann.) | 8.94% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.76 | 2.02 |
| Skew | 0.7 | 0.21 |
| Kurtosis | 29.69 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.58% | 3.76% |
| Expected Yearly % | 10.71% | 27.09% |
| Kelly Criterion | 6.31% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11381219:BTCUSD | 11381219:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.82 | 0.63 | - |
| 2025 | 17.02 | -1.02 | -0.06 | - |
| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.16% | 31.76% |
| 6M | -2.09% | 12.25% |
| YTD | -1.02% | 17.02% |
| 1Y | 22.56% | 57.19% |
| 3Y (ann.) | 21.9% | 59.47% |
| 5Y (ann.) | 21.9% | 59.47% |
| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| Max Drawdown | -12.41% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.41 | 175 |
| 2024-07-02 | 2024-08-18 | -6.70 | 47 |
| 2024-08-22 | 2024-09-18 | -4.80 | 27 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-10-16 | -1.23 | 26 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-10-18 | 2024-11-09 | -0.83 | 22 |
| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 15.92% | 37.42% |
| Worst Month | -3.42% | -17.69% |
| Best Year | 23.82% | 38.02% |
| Worst Year | -1.02% | 17.02% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 3.94% | 9.45% |
| Avg. Down Week | -2.42% | -4.59% |
| Avg. Up Month | 7.19% | 16.69% |
| Avg. Down Month | -1.77% | -7.67% |
| Win Days % | 50.4% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |