| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.06% | 61.52% |
| Max Drawdown | -21.32% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 0.89 | 0.83 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.49 | 1.07 |
| CPC Index | 0.4 | 0.47 |
| Tail Ratio | 0.52 | 0.97 |
| Outlier Win Ratio | 58.46 | 2.8 |
| Outlier Loss Ratio | 3.65 | 2.97 |
| Volatility (ann.) | 6.79% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.19 | 2.02 |
| Skew | -1.87 | 0.21 |
| Kurtosis | 46.07 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.76% |
| Expected Yearly % | -2.05% | 27.09% |
| Kelly Criterion | -10.6% | -6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11381894:BTCUSD | 11381894:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.90 | 0.05 | - |
| 2025 | 17.02 | -5.85 | -0.34 | - |
| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.13% | 31.76% |
| 6M | -9.58% | 12.25% |
| YTD | -5.85% | 17.02% |
| 1Y | -4.06% | 57.19% |
| 3Y (ann.) | -3.95% | 59.47% |
| 5Y (ann.) | -3.95% | 59.47% |
| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-11 | -21.32 | 201 |
| 2024-07-11 | 2024-07-27 | -6.00 | 16 |
| 2024-09-28 | 2024-11-19 | -5.98 | 52 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-29 | -1.92 | 7 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-08-18 | 2024-08-19 | -0.29 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.7% | 18.93% |
| Worst Week | -7.98% | -12.33% |
| Best Month | 9.63% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 1.9% | 38.02% |
| Worst Year | -5.85% | 17.02% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 3.78% | 6.55% |
| Avg. Down Week | -3.86% | -4.34% |
| Avg. Up Month | 2.42% | 15.33% |
| Avg. Down Month | -4.74% | -7.67% |
| Win Days % | 47.95% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |