| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 3.04% | 75.42% |
| Max Drawdown | -17.45% | -29.51% |
| Sharpe | 0.13 | 0.63 |
| Sortino | 0.18 | 0.92 |
| Payoff Ratio | 1.04 | 0.95 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 0.96 | 0.96 |
| Outlier Win Ratio | 51.39 | 2.96 |
| Outlier Loss Ratio | 3.64 | 2.92 |
| Volatility (ann.) | 7.09% | 24.55% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.15 | 2.19 |
| Skew | -0.16 | 0.2 |
| Kurtosis | 45.34 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.21% | 4.1% |
| Expected Yearly % | 1.51% | 32.45% |
| Kelly Criterion | -2.03% | 1.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11386510:BTCUSD | 11386510:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.21 | 0.32 | - |
| 2025 | 27.10 | -8.17 | -0.30 | - |
| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| MTD | 0.16% | 10.71% |
| 3M | 2.38% | 41.88% |
| 6M | -1.5% | 22.91% |
| YTD | -8.17% | 27.1% |
| 1Y | 3.83% | 82.29% |
| 3Y (ann.) | 2.7% | 64.73% |
| 5Y (ann.) | 2.7% | 64.73% |
| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| Max Drawdown | -17.45% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.71% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | 0.17 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -17.45 | 211 |
| 2024-07-01 | 2024-09-17 | -4.55 | 77 |
| 2024-09-19 | 2024-11-10 | -2.09 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.32% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 10.32% | 37.42% |
| Worst Month | -5.89% | -17.69% |
| Best Year | 12.21% | 38.02% |
| Worst Year | -8.17% | 27.1% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.74% | -0.84% |
| Avg. Up Week | 2.88% | 5.89% |
| Avg. Down Week | -3.2% | -4.57% |
| Avg. Up Month | 4.38% | 16.14% |
| Avg. Down Month | -3.36% | -7.93% |
| Win Days % | 48.06% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |