| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 21.27% | 61.52% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.13 | 0.86 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.39 | 1.1 |
| Common Sense Ratio | 0.53 | 1.07 |
| CPC Index | 0.92 | 0.73 |
| Tail Ratio | 0.38 | 0.97 |
| Outlier Win Ratio | 50.69 | 2.91 |
| Outlier Loss Ratio | 3.72 | 2.7 |
| Volatility (ann.) | 6.97% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.7 | 2.02 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 47.93 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.49% | 3.76% |
| Expected Yearly % | 10.12% | 27.09% |
| Kelly Criterion | 11.42% | 14.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11381504:BTCUSD | 11381504:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.35 | 0.40 | - |
| 2025 | 17.02 | 5.13 | 0.30 | - |
| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.68% | 31.76% |
| 6M | 5.13% | 12.25% |
| YTD | 5.13% | 17.02% |
| 1Y | 21.27% | 57.19% |
| 3Y (ann.) | 20.64% | 59.47% |
| 5Y (ann.) | 20.64% | 59.47% |
| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-04-22 | -12.15 | 183 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.76 | 28 |
| 2024-07-14 | 2024-08-21 | -1.24 | 38 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-09-17 | -0.44 | 23 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 8.28% | 37.42% |
| Worst Month | -4.15% | -17.69% |
| Best Year | 15.35% | 38.02% |
| Worst Year | 5.13% | 17.02% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 4.96% | 8.07% |
| Avg. Down Week | -2.56% | -4.66% |
| Avg. Up Month | 5.47% | 10.86% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 49.38% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |