| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 13.07% | 61.52% |
| Max Drawdown | -15.55% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.6 | 0.86 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.89 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.58 | 0.97 |
| Outlier Win Ratio | 44.98 | 3.0 |
| Outlier Loss Ratio | 3.03 | 2.83 |
| Volatility (ann.) | 8.37% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.82 | 2.02 |
| Skew | 0.93 | 0.21 |
| Kurtosis | 50.03 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.95% | 3.76% |
| Expected Yearly % | 6.33% | 27.09% |
| Kelly Criterion | 6.38% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11383856:BTCUSD | 11383856:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.57 | 0.44 | - |
| 2025 | 17.02 | -3.00 | -0.18 | - |
| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.2% | 31.76% |
| 6M | -10.14% | 12.25% |
| YTD | -3.0% | 17.02% |
| 1Y | 13.07% | 57.19% |
| 3Y (ann.) | 12.7% | 59.47% |
| 5Y (ann.) | 12.7% | 59.47% |
| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| Max Drawdown | -15.55% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.84 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -15.55 | 211 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-15 | 2024-09-17 | -1.83 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 13.49% | 37.42% |
| Worst Month | -7.36% | -17.69% |
| Best Year | 16.57% | 38.02% |
| Worst Year | -3.0% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.61% | 9.17% |
| Avg. Down Week | -6.37% | -3.56% |
| Avg. Up Month | 6.63% | 17.44% |
| Avg. Down Month | -3.86% | -2.66% |
| Win Days % | 51.41% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |