| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 15.17% | 61.52% |
| Max Drawdown | -13.83% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.69 | 0.86 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 2.08 | 1.07 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.74 | 0.97 |
| Outlier Win Ratio | 39.53 | 3.01 |
| Outlier Loss Ratio | 3.32 | 2.85 |
| Volatility (ann.) | 8.32% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.07 | 2.02 |
| Skew | 0.84 | 0.21 |
| Kurtosis | 36.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.09% | 3.76% |
| Expected Yearly % | 7.32% | 27.09% |
| Kelly Criterion | 4.51% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11383791:BTCUSD | 11383791:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.90 | 0.55 | - |
| 2025 | 17.02 | -4.73 | -0.28 | - |
| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.3% | 31.76% |
| 6M | -3.76% | 12.25% |
| YTD | -4.73% | 17.02% |
| 1Y | 15.17% | 57.19% |
| 3Y (ann.) | 14.74% | 59.47% |
| 5Y (ann.) | 14.74% | 59.47% |
| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| Max Drawdown | -13.83% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.06% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 1.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.83 | 175 |
| 2024-07-02 | 2024-09-19 | -8.02 | 79 |
| 2024-09-19 | 2024-10-18 | -1.23 | 28 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-18 | 2024-11-10 | -1.17 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-12 | 2024-12-15 | -0.69 | 33 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 15.14% | 37.42% |
| Worst Month | -5.35% | -17.69% |
| Best Year | 20.9% | 38.02% |
| Worst Year | -4.73% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.5% | 10.38% |
| Avg. Down Week | -3.33% | -5.64% |
| Avg. Up Month | 6.27% | 16.69% |
| Avg. Down Month | -5.35% | -2.09% |
| Win Days % | 49.52% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |