| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.16% | 61.52% |
| Max Drawdown | -22.26% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.15 | 0.86 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 1.54 | 0.97 |
| Outlier Win Ratio | 44.34 | 2.92 |
| Outlier Loss Ratio | 2.92 | 2.89 |
| Volatility (ann.) | 8.59% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.09 | 2.02 |
| Skew | 0.37 | 0.21 |
| Kurtosis | 47.32 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 3.76% |
| Expected Yearly % | 1.07% | 27.09% |
| Kelly Criterion | -0.93% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11383880:BTCUSD | 11383880:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.19 | 0.37 | - |
| 2025 | 17.02 | -10.54 | -0.62 | - |
| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.1% | 31.76% |
| 6M | -17.68% | 12.25% |
| YTD | -10.54% | 17.02% |
| 1Y | 2.16% | 57.19% |
| 3Y (ann.) | 2.1% | 59.47% |
| 5Y (ann.) | 2.1% | 59.47% |
| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| Max Drawdown | -22.26% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -22.26 | 211 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -2.81 | 20 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-08-22 | 2024-09-17 | -1.95 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 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 |
| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 13.71% | 37.42% |
| Worst Month | -10.07% | -17.69% |
| Best Year | 14.19% | 38.02% |
| Worst Year | -10.54% | 17.02% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.92% | -0.93% |
| Avg. Up Week | 4.06% | 7.88% |
| Avg. Down Week | -3.74% | -2.89% |
| Avg. Up Month | 8.37% | 19.63% |
| Avg. Down Month | -3.04% | -7.67% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |