| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.85% | 61.52% |
| Max Drawdown | -18.6% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.41 | 0.86 |
| Payoff Ratio | 0.97 | 0.89 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.57 | 0.51 |
| Tail Ratio | 1.81 | 0.97 |
| Outlier Win Ratio | 43.85 | 3.07 |
| Outlier Loss Ratio | 3.45 | 2.93 |
| Volatility (ann.) | 8.27% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.46 | 2.02 |
| Skew | -0.01 | 0.21 |
| Kurtosis | 42.41 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.65% | 3.76% |
| Expected Yearly % | 4.33% | 27.09% |
| Kelly Criterion | 2.53% | -2.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11382171:BTCUSD | 11382171:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.51 | 0.59 | - |
| 2025 | 17.02 | -11.15 | -0.65 | - |
| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.66% | 31.76% |
| 6M | -14.04% | 12.25% |
| YTD | -11.15% | 17.02% |
| 1Y | 8.85% | 57.19% |
| 3Y (ann.) | 8.6% | 59.47% |
| 5Y (ann.) | 8.6% | 59.47% |
| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| Max Drawdown | -18.6% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.48 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -18.60 | 173 |
| 2024-11-23 | 2024-12-19 | -3.11 | 26 |
| 2024-09-28 | 2024-11-21 | -3.09 | 53 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-01 | 2024-07-13 | -1.89 | 12 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-14 | 2024-07-25 | -1.01 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-09-24 | -0.53 | 30 |
| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -10.55% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -10.55% | -17.69% |
| Best Year | 22.51% | 38.02% |
| Worst Year | -11.15% | 17.02% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.79% | -0.88% |
| Avg. Up Week | 3.11% | 6.95% |
| Avg. Down Week | -2.61% | -5.13% |
| Avg. Up Month | 5.37% | 14.34% |
| Avg. Down Month | -6.93% | -7.67% |
| Win Days % | 52.07% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |