| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.79% | 61.52% |
| Max Drawdown | -16.66% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.27 | 0.86 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.48 | 0.97 |
| Outlier Win Ratio | 46.15 | 2.91 |
| Outlier Loss Ratio | 3.44 | 2.85 |
| Volatility (ann.) | 7.59% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.28 | 2.02 |
| Skew | -0.41 | 0.21 |
| Kurtosis | 40.21 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.36% | 3.76% |
| Expected Yearly % | 2.37% | 27.09% |
| Kelly Criterion | -0.55% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11385120:BTCUSD | 11385120:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.03 | 0.32 | - |
| 2025 | 17.02 | -6.46 | -0.38 | - |
| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.21% | 31.76% |
| 6M | -7.95% | 12.25% |
| YTD | -6.46% | 17.02% |
| 1Y | 4.79% | 57.19% |
| 3Y (ann.) | 4.66% | 59.47% |
| 5Y (ann.) | 4.66% | 59.47% |
| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.47% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.29 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.66 | 175 |
| 2024-08-22 | 2024-09-18 | -4.68 | 27 |
| 2024-07-01 | 2024-08-21 | -4.55 | 51 |
| 2024-09-19 | 2024-11-10 | -2.30 | 51 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -7.2% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -3.2% | -17.69% |
| Best Year | 12.03% | 38.02% |
| Worst Year | -6.46% | 17.02% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.92% | 6.56% |
| Avg. Down Week | -3.86% | -5.23% |
| Avg. Up Month | 4.0% | 17.5% |
| Avg. Down Month | -1.77% | -7.93% |
| Win Days % | 48.98% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |