| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 12.16% | 61.52% |
| Max Drawdown | -14.98% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.98 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.73 | 0.97 |
| Outlier Win Ratio | 36.79 | 3.07 |
| Outlier Loss Ratio | 3.41 | 2.93 |
| Volatility (ann.) | 8.84% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.79 | 2.02 |
| Skew | 0.48 | 0.21 |
| Kurtosis | 32.64 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.89% | 3.76% |
| Expected Yearly % | 5.9% | 27.09% |
| Kelly Criterion | 3.26% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11381239:BTCUSD | 11381239:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.33 | 0.17 | - |
| 2025 | 17.02 | 5.48 | 0.32 | - |
| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.96% | 31.76% |
| 6M | -2.53% | 12.25% |
| YTD | 5.48% | 17.02% |
| 1Y | 12.16% | 57.19% |
| 3Y (ann.) | 11.81% | 59.47% |
| 5Y (ann.) | 11.81% | 59.47% |
| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| Max Drawdown | -14.98% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.98 | 175 |
| 2024-07-02 | 2024-10-18 | -9.75 | 107 |
| 2024-11-12 | 2024-12-16 | -1.88 | 34 |
| 2024-10-18 | 2024-11-10 | -1.27 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.39% | -12.33% |
| Best Month | 15.92% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 6.33% | 38.02% |
| Worst Year | 5.48% | 17.02% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.62% | 7.78% |
| Avg. Down Week | -4.58% | -3.31% |
| Avg. Up Month | 5.95% | 16.18% |
| Avg. Down Month | -4.51% | -2.66% |
| Win Days % | 49.15% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 59.09% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |