| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.84% | 61.52% |
| Max Drawdown | -14.47% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.42 | 0.86 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.9 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.7 | 0.97 |
| Outlier Win Ratio | 40.23 | 3.01 |
| Outlier Loss Ratio | 3.34 | 2.93 |
| Volatility (ann.) | 8.53% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.59 | 2.02 |
| Skew | 0.4 | 0.21 |
| Kurtosis | 36.89 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.65% | 3.76% |
| Expected Yearly % | 4.33% | 27.09% |
| Kelly Criterion | 2.94% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11382503:BTCUSD | 11382503:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.86 | 0.15 | - |
| 2025 | 17.02 | 2.82 | 0.17 | - |
| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.31% | 31.76% |
| 6M | -4.99% | 12.25% |
| YTD | 2.82% | 17.02% |
| 1Y | 8.84% | 57.19% |
| 3Y (ann.) | 8.6% | 59.47% |
| 5Y (ann.) | 8.6% | 59.47% |
| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -5.39% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | 0.61 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.47 | 175 |
| 2024-07-03 | 2024-11-10 | -9.65 | 130 |
| 2024-11-12 | 2024-12-16 | -1.88 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -7.59% | -12.33% |
| Best Month | 15.97% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 5.86% | 38.02% |
| Worst Year | 2.82% | 17.02% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.69% | 7.65% |
| Avg. Down Week | -4.16% | -3.31% |
| Avg. Up Month | 5.48% | 16.18% |
| Avg. Down Month | -3.88% | -4.68% |
| Win Days % | 49.06% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |