| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.9% | 61.52% |
| Max Drawdown | -11.22% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.73 | 0.86 |
| Payoff Ratio | 1.31 | 1.34 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.75 | 0.76 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 59.47 | 2.78 |
| Outlier Loss Ratio | 4.0 | 2.7 |
| Volatility (ann.) | 6.09% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.94 | 2.02 |
| Skew | 2.33 | 0.21 |
| Kurtosis | 51.81 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 3.76% |
| Expected Yearly % | 5.31% | 27.09% |
| Kelly Criterion | 5.25% | 15.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11382769:BTCUSD | 11382769:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.62 | 0.25 | - |
| 2025 | 17.02 | 1.17 | 0.07 | - |
| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.49% | 31.76% |
| 6M | 1.17% | 12.25% |
| YTD | 1.17% | 17.02% |
| 1Y | 10.9% | 57.19% |
| 3Y (ann.) | 10.6% | 59.47% |
| 5Y (ann.) | 10.6% | 59.47% |
| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| Max Drawdown | -11.22% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -11.22 | 264 |
| 2024-08-25 | 2024-09-18 | -2.21 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-08-21 | -1.01 | 38 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -5.19% | -12.33% |
| Best Month | 7.7% | 37.42% |
| Worst Month | -5.81% | -17.69% |
| Best Year | 9.62% | 38.02% |
| Worst Year | 1.17% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.64% | -0.63% |
| Avg. Up Week | 3.82% | 9.03% |
| Avg. Down Week | -1.15% | -4.3% |
| Avg. Up Month | 2.89% | 8.92% |
| Avg. Down Month | -5.81% | -2.09% |
| Win Days % | 46.36% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |