| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 17.25% | 61.52% |
| Max Drawdown | -14.75% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.84 | 0.86 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 44.06 | 2.92 |
| Outlier Loss Ratio | 3.32 | 2.78 |
| Volatility (ann.) | 7.72% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.14 | 2.02 |
| Skew | 1.3 | 0.21 |
| Kurtosis | 44.45 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.23% | 3.76% |
| Expected Yearly % | 8.28% | 27.09% |
| Kelly Criterion | 7.08% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11385141:BTCUSD | 11385141:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.41 | 0.64 | - |
| 2025 | 17.02 | -5.76 | -0.34 | - |
| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.1% | 31.76% |
| 6M | -5.85% | 12.25% |
| YTD | -5.76% | 17.02% |
| 1Y | 17.52% | 57.19% |
| 3Y (ann.) | 16.76% | 59.47% |
| 5Y (ann.) | 16.76% | 59.47% |
| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| Max Drawdown | -14.75% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.75 | 175 |
| 2024-06-01 | 2024-08-20 | -6.10 | 79 |
| 2024-08-22 | 2024-09-17 | -3.55 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-17 | -1.23 | 27 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-18 | 2024-11-10 | -1.13 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-11-12 | 2024-12-15 | -0.69 | 33 |
| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -7.2% | -12.33% |
| Best Month | 15.19% | 37.42% |
| Worst Month | -5.68% | -17.69% |
| Best Year | 24.41% | 38.02% |
| Worst Year | -5.76% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.31% | 9.24% |
| Avg. Down Week | -3.15% | -5.23% |
| Avg. Up Month | 5.91% | 16.18% |
| Avg. Down Month | -2.0% | -4.22% |
| Win Days % | 50.28% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |