| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.92% | 61.52% |
| Max Drawdown | -21.64% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.02 | 0.86 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 0.73 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.73 | 0.97 |
| Outlier Win Ratio | 46.93 | 2.92 |
| Outlier Loss Ratio | 3.06 | 2.85 |
| Volatility (ann.) | 8.34% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.04 | 2.02 |
| Skew | -0.6 | 0.21 |
| Kurtosis | 46.52 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.07% | 3.76% |
| Expected Yearly % | -0.46% | 27.09% |
| Kelly Criterion | -4.04% | 3.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11383834:BTCUSD | 11383834:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.39 | -0.09 | - |
| 2025 | 17.02 | 2.56 | 0.15 | - |
| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.31% | 31.76% |
| 6M | -11.7% | 12.25% |
| YTD | 2.56% | 17.02% |
| 1Y | -0.92% | 57.19% |
| 3Y (ann.) | -0.89% | 59.47% |
| 5Y (ann.) | -0.89% | 59.47% |
| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -10.38% | -4.82% |
| Avg. Drawdown Days | 113.0 | 14.0 |
| Recovery Factor | -0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.64 | 211 |
| 2024-07-04 | 2024-11-10 | -9.51 | 128 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -13.9% | -12.33% |
| Best Month | 13.71% | 37.42% |
| Worst Month | -13.9% | -17.69% |
| Best Year | 2.56% | 38.02% |
| Worst Year | -3.39% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.75% | 9.76% |
| Avg. Down Week | -5.12% | -3.31% |
| Avg. Up Month | 4.36% | 16.18% |
| Avg. Down Month | -4.84% | -4.68% |
| Win Days % | 47.8% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |