| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 10.79% | 61.52% |
| Max Drawdown | -16.14% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.52 | 0.86 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 43.44 | 3.01 |
| Outlier Loss Ratio | 3.32 | 2.89 |
| Volatility (ann.) | 8.22% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.65 | 2.02 |
| Skew | 0.8 | 0.21 |
| Kurtosis | 39.84 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.76% |
| Expected Yearly % | 5.26% | 27.09% |
| Kelly Criterion | 3.68% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11383812:BTCUSD | 11383812:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.11 | 0.16 | - |
| 2025 | 17.02 | 4.40 | 0.26 | - |
| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.47% | 31.76% |
| 6M | -3.52% | 12.25% |
| YTD | 4.4% | 17.02% |
| 1Y | 10.79% | 57.19% |
| 3Y (ann.) | 10.48% | 59.47% |
| 5Y (ann.) | 10.48% | 59.47% |
| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| Max Drawdown | -16.14% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -5.07% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.14 | 175 |
| 2024-07-03 | 2024-10-18 | -9.83 | 107 |
| 2024-11-12 | 2024-12-16 | -1.88 | 34 |
| 2024-10-18 | 2024-11-10 | -1.61 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812: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 | 15.14% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 6.11% | 38.02% |
| Worst Year | 4.4% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 4.11% | 7.28% |
| Avg. Down Week | -4.54% | -3.31% |
| Avg. Up Month | 5.29% | 16.18% |
| Avg. Down Month | -4.33% | -5.98% |
| Win Days % | 48.69% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |