| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -0.09% | 61.52% |
| Max Drawdown | -21.7% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.86 |
| Payoff Ratio | 0.86 | 0.85 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.84 | 1.07 |
| CPC Index | 0.44 | 0.48 |
| Tail Ratio | 1.81 | 0.97 |
| Outlier Win Ratio | 53.83 | 2.72 |
| Outlier Loss Ratio | 3.54 | 2.99 |
| Volatility (ann.) | 6.92% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.0 | 2.02 |
| Skew | -0.66 | 0.21 |
| Kurtosis | 44.52 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.76% |
| Expected Yearly % | -0.05% | 27.09% |
| Kelly Criterion | -6.94% | -4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11383271:BTCUSD | 11383271:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.18 | 0.66 | - |
| 2025 | 17.02 | -20.19 | -1.19 | - |
| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.26% | 31.76% |
| 6M | -15.04% | 12.25% |
| YTD | -20.19% | 17.02% |
| 1Y | -0.09% | 57.19% |
| 3Y (ann.) | -0.09% | 59.47% |
| 5Y (ann.) | -0.09% | 59.47% |
| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| Max Drawdown | -21.7% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | -0.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -21.70 | 149 |
| 2024-07-24 | 2024-07-26 | -3.95 | 1 |
| 2024-09-28 | 2024-11-21 | -3.68 | 53 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-08-20 | -1.67 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-22 | 2024-12-15 | -0.74 | 22 |
| 2025-01-11 | 2025-01-12 | -0.70 | 1 |
| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -7.88% | -12.33% |
| Best Month | 7.89% | 37.42% |
| Worst Month | -8.55% | -17.69% |
| Best Year | 25.18% | 38.02% |
| Worst Year | -20.19% | 17.02% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 3.37% | 6.83% |
| Avg. Down Week | -2.77% | -5.96% |
| Avg. Up Month | 3.07% | 15.96% |
| Avg. Down Month | -5.55% | -9.89% |
| Win Days % | 50.58% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |