| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.56% | 61.52% |
| Max Drawdown | -15.91% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.23 | 0.86 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.18 | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 0.17 | 0.97 |
| Outlier Win Ratio | 54.82 | 2.8 |
| Outlier Loss Ratio | 3.62 | 2.99 |
| Volatility (ann.) | 7.08% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.22 | 2.02 |
| Skew | 1.39 | 0.21 |
| Kurtosis | 52.02 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.76% |
| Expected Yearly % | 1.76% | 27.09% |
| Kelly Criterion | -4.18% | 1.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11383215:BTCUSD | 11383215:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.21 | 0.48 | - |
| 2025 | 17.02 | -12.40 | -0.73 | - |
| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.38% | 31.76% |
| 6M | -7.09% | 12.25% |
| YTD | -12.4% | 17.02% |
| 1Y | 3.56% | 57.19% |
| 3Y (ann.) | 3.46% | 59.47% |
| 5Y (ann.) | 3.46% | 59.47% |
| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| Max Drawdown | -15.91% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -3.4% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -15.91 | 151 |
| 2024-09-28 | 2024-11-20 | -4.69 | 53 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-24 | 2024-09-27 | -3.69 | 34 |
| 2024-11-21 | 2024-12-20 | -3.61 | 29 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-27 | 2024-08-20 | -2.02 | 23 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-11 | 2024-07-24 | -0.74 | 12 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -8.35% | -12.33% |
| Best Month | 6.06% | 37.42% |
| Worst Month | -8.35% | -17.69% |
| Best Year | 18.21% | 38.02% |
| Worst Year | -12.4% | 17.02% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 3.91% | 6.84% |
| Avg. Down Week | -3.37% | -5.41% |
| Avg. Up Month | 2.85% | 16.38% |
| Avg. Down Month | -5.91% | -9.89% |
| Win Days % | 48.12% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |