| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.2% | 61.52% |
| Max Drawdown | -11.46% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.96 | 0.86 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 0.39 | 1.07 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 0.29 | 0.97 |
| Outlier Win Ratio | 50.03 | 2.92 |
| Outlier Loss Ratio | 3.48 | 2.77 |
| Volatility (ann.) | 7.29% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.54 | 2.02 |
| Skew | 2.03 | 0.21 |
| Kurtosis | 51.08 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 3.76% |
| Expected Yearly % | 8.72% | 27.09% |
| Kelly Criterion | 8.91% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11386529:BTCUSD | 11386529:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.72 | 0.54 | - |
| 2025 | 17.02 | -2.09 | -0.12 | - |
| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.92% | 31.76% |
| 6M | -4.37% | 12.25% |
| YTD | -2.09% | 17.02% |
| 1Y | 18.47% | 57.19% |
| 3Y (ann.) | 17.68% | 59.47% |
| 5Y (ann.) | 17.68% | 59.47% |
| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| Max Drawdown | -11.46% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.59 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.46 | 175 |
| 2024-06-01 | 2024-09-17 | -7.79 | 108 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-11-12 | 2024-12-16 | -1.37 | 34 |
| 2024-09-19 | 2024-10-18 | -1.23 | 28 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-10 | -0.79 | 22 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.59% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 15.59% | 37.42% |
| Worst Month | -6.5% | -17.69% |
| Best Year | 20.72% | 38.02% |
| Worst Year | -2.09% | 17.02% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 4.47% | 9.24% |
| Avg. Down Week | -2.29% | -4.9% |
| Avg. Up Month | 6.19% | 16.18% |
| Avg. Down Month | -3.02% | -4.22% |
| Win Days % | 49.37% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |