| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 1.57% | 61.52% |
| Max Drawdown | -15.15% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.14 | 0.86 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 65.58 | 2.76 |
| Outlier Loss Ratio | 3.59 | 2.71 |
| Volatility (ann.) | 6.2% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.1 | 2.02 |
| Skew | 1.01 | 0.21 |
| Kurtosis | 57.08 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.12% | 3.76% |
| Expected Yearly % | 0.78% | 27.09% |
| Kelly Criterion | -0.17% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11381601:BTCUSD | 11381601:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.65 | 0.20 | - |
| 2025 | 17.02 | -5.65 | -0.33 | - |
| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.46% | 31.76% |
| 6M | -5.65% | 12.25% |
| YTD | -5.65% | 17.02% |
| 1Y | 1.57% | 57.19% |
| 3Y (ann.) | 1.53% | 59.47% |
| 5Y (ann.) | 1.53% | 59.47% |
| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| Max Drawdown | -15.15% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -15.15 | 233 |
| 2024-08-26 | 2024-09-17 | -4.03 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 5.13% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 4.83% | 37.42% |
| Worst Month | -8.8% | -17.69% |
| Best Year | 7.65% | 38.02% |
| Worst Year | -5.65% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.45% | 8.97% |
| Avg. Down Week | -2.9% | -4.3% |
| Avg. Up Month | 3.59% | 8.92% |
| Avg. Down Month | -1.08% | -5.41% |
| Win Days % | 45.77% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |