| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -1.69% | 61.52% |
| Max Drawdown | -18.36% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 1.02 | 0.95 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 59.37 | 2.84 |
| Outlier Loss Ratio | 3.01 | 2.77 |
| Volatility (ann.) | 7.54% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.09 | 2.02 |
| Skew | -0.58 | 0.21 |
| Kurtosis | 61.84 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.85% | 27.09% |
| Kelly Criterion | -4.78% | 1.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11386572:BTCUSD | 11386572:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.54 | 0.01 | - |
| 2025 | 17.02 | -2.22 | -0.13 | - |
| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.72% | 31.76% |
| 6M | -13.05% | 12.25% |
| YTD | -2.22% | 17.02% |
| 1Y | -1.56% | 57.19% |
| 3Y (ann.) | -1.64% | 59.47% |
| 5Y (ann.) | -1.64% | 59.47% |
| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.09 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.36 | 175 |
| 2024-06-02 | 2024-08-20 | -6.28 | 79 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-20 | 2024-11-11 | -3.02 | 52 |
| 2024-11-12 | 2024-12-16 | -2.08 | 34 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 9.9% | 18.93% |
| Worst Week | -11.08% | -12.33% |
| Best Month | 9.9% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | 0.54% | 38.02% |
| Worst Year | -2.22% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.87% | -0.94% |
| Avg. Up Week | 3.67% | 10.84% |
| Avg. Down Week | -3.43% | -3.31% |
| Avg. Up Month | 5.57% | 19.63% |
| Avg. Down Month | -4.53% | -4.22% |
| Win Days % | 47.22% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |