| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -26.32% | 61.52% |
| Max Drawdown | -27.85% | -29.51% |
| Sharpe | -1.12 | 0.59 |
| Sortino | -1.28 | 0.86 |
| Payoff Ratio | 0.7 | 0.66 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.15 | 0.37 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 92.82 | 2.6 |
| Outlier Loss Ratio | 3.03 | 2.79 |
| Volatility (ann.) | 6.42% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.92 | 2.02 |
| Skew | -5.6 | 0.21 |
| Kurtosis | 80.78 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.32% | 3.76% |
| Expected Yearly % | -14.16% | 27.09% |
| Kelly Criterion | -43.97% | -21.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11384246:BTCUSD | 11384246:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.46 | -0.06 | - |
| 2025 | 17.02 | -24.46 | -1.44 | - |
| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -12.26% | 31.76% |
| 6M | -26.64% | 12.25% |
| YTD | -24.46% | 17.02% |
| 1Y | -26.32% | 57.19% |
| 3Y (ann.) | -25.72% | 59.47% |
| 5Y (ann.) | -25.72% | 59.47% |
| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| Max Drawdown | -27.85% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -12.06% | -4.82% |
| Avg. Drawdown Days | 107.0 | 14.0 |
| Recovery Factor | -0.95 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-11 | -27.85 | 201 |
| 2024-07-24 | 2024-11-21 | -7.96 | 119 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.71% | 18.93% |
| Worst Week | -7.64% | -12.33% |
| Best Month | 8.02% | 37.42% |
| Worst Month | -9.67% | -17.69% |
| Best Year | -2.46% | 38.02% |
| Worst Year | -24.46% | 17.02% |
| Avg. Up Day | 0.63% | 0.63% |
| Avg. Down Day | -0.9% | -0.97% |
| Avg. Up Week | 6.72% | 6.41% |
| Avg. Down Week | -2.95% | -4.79% |
| Avg. Up Month | 4.58% | 22.39% |
| Avg. Down Month | -2.99% | -7.93% |
| Win Days % | 40.88% | 51.9% |
| Win Month % | 18.18% | 61.54% |
| Win Week % | 10.53% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |