| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 6.06% | 61.52% |
| Max Drawdown | -15.33% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.35 | 0.86 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 50.84 | 2.8 |
| Outlier Loss Ratio | 3.87 | 2.99 |
| Volatility (ann.) | 6.89% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.38 | 2.02 |
| Skew | 0.2 | 0.21 |
| Kurtosis | 39.79 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.99% | 27.09% |
| Kelly Criterion | -1.74% | 0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11381948:BTCUSD | 11381948:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.66 | 0.33 | - |
| 2025 | 17.02 | -5.86 | -0.34 | - |
| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.59% | 31.76% |
| 6M | -4.54% | 12.25% |
| YTD | -5.86% | 17.02% |
| 1Y | 6.06% | 57.19% |
| 3Y (ann.) | 5.89% | 59.47% |
| 5Y (ann.) | 5.89% | 59.47% |
| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-06-11 | -15.33 | 201 |
| 2024-09-28 | 2024-11-19 | -4.69 | 52 |
| 2024-07-05 | 2024-07-26 | -4.35 | 20 |
| 2024-07-27 | 2024-08-20 | -3.91 | 23 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-29 | 2024-09-27 | -3.10 | 28 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.24% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 6.21% | 37.42% |
| Worst Month | -6.53% | -17.69% |
| Best Year | 12.66% | 38.02% |
| Worst Year | -5.86% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.66% | 7.26% |
| Avg. Down Week | -2.66% | -5.49% |
| Avg. Up Month | 2.77% | 15.33% |
| Avg. Down Month | -4.77% | -9.89% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |