| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -4.53% | 61.52% |
| Max Drawdown | -22.39% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.14 | 0.86 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.11 | 1.07 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 0.12 | 0.97 |
| Outlier Win Ratio | 53.11 | 2.88 |
| Outlier Loss Ratio | 3.01 | 2.83 |
| Volatility (ann.) | 8.06% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.2 | 2.02 |
| Skew | -0.76 | 0.21 |
| Kurtosis | 53.17 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.36% | 3.76% |
| Expected Yearly % | -2.29% | 27.09% |
| Kelly Criterion | -6.81% | 2.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11385182:BTCUSD | 11385182:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.85 | 0.05 | - |
| 2025 | 17.02 | -6.26 | -0.37 | - |
| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | -16.17% | 12.25% |
| YTD | -6.26% | 17.02% |
| 1Y | -4.48% | 57.19% |
| 3Y (ann.) | -4.42% | 59.47% |
| 5Y (ann.) | -4.42% | 59.47% |
| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| Max Drawdown | -22.39% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.68% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.39 | 175 |
| 2024-07-04 | 2024-09-19 | -8.01 | 76 |
| 2024-09-20 | 2024-11-10 | -2.54 | 50 |
| 2024-11-12 | 2024-12-16 | -2.08 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-01 | 2024-07-04 | -0.24 | 33 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 13.58% | 18.93% |
| Worst Week | -10.56% | -12.33% |
| Best Month | 13.58% | 37.42% |
| Worst Month | -10.56% | -17.69% |
| Best Year | 1.85% | 38.02% |
| Worst Year | -6.26% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.62% | 9.36% |
| Avg. Down Week | -4.03% | -3.29% |
| Avg. Up Month | 5.33% | 17.44% |
| Avg. Down Month | -3.37% | -5.35% |
| Win Days % | 46.63% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |