| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 8.26% | 61.52% |
| Max Drawdown | -14.12% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.46 | 0.86 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 55.84 | 2.9 |
| Outlier Loss Ratio | 3.37 | 2.76 |
| Volatility (ann.) | 7.27% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.57 | 2.02 |
| Skew | 1.14 | 0.21 |
| Kurtosis | 55.75 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.61% | 3.76% |
| Expected Yearly % | 4.05% | 27.09% |
| Kelly Criterion | 1.51% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11386550:BTCUSD | 11386550:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.22 | 0.19 | - |
| 2025 | 17.02 | 0.97 | 0.06 | - |
| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.4% | 31.76% |
| 6M | -6.7% | 12.25% |
| YTD | 0.97% | 17.02% |
| 1Y | 8.4% | 57.19% |
| 3Y (ann.) | 8.03% | 59.47% |
| 5Y (ann.) | 8.03% | 59.47% |
| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.58 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.12 | 175 |
| 2024-06-02 | 2024-09-18 | -6.33 | 108 |
| 2024-11-12 | 2024-12-16 | -1.88 | 34 |
| 2024-10-18 | 2024-11-10 | -1.23 | 22 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-09-20 | 2024-10-18 | -0.93 | 28 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 11.46% | 18.93% |
| Worst Week | -7.59% | -12.33% |
| Best Month | 11.46% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 7.22% | 38.02% |
| Worst Year | 0.97% | 17.02% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.95% | 8.53% |
| Avg. Down Week | -3.9% | -3.31% |
| Avg. Up Month | 5.02% | 16.18% |
| Avg. Down Month | -3.96% | -4.22% |
| Win Days % | 46.98% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |