| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 8.23% | 61.52% |
| Max Drawdown | -16.84% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.15 | 1.18 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 54.92 | 2.9 |
| Outlier Loss Ratio | 2.88 | 2.77 |
| Volatility (ann.) | 7.79% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.48 | 2.02 |
| Skew | 1.41 | 0.21 |
| Kurtosis | 62.1 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.61% | 3.76% |
| Expected Yearly % | 4.04% | 27.09% |
| Kelly Criterion | 2.29% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11386595:BTCUSD | 11386595:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.08 | 0.40 | - |
| 2025 | 17.02 | -5.95 | -0.35 | - |
| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.17% | 31.76% |
| 6M | -13.71% | 12.25% |
| YTD | -5.95% | 17.02% |
| 1Y | 8.23% | 57.19% |
| 3Y (ann.) | 8.01% | 59.47% |
| 5Y (ann.) | 8.01% | 59.47% |
| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| Max Drawdown | -16.84% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.92% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.49 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -16.84 | 211 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-11-10 | -1.80 | 50 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-09-17 | 2024-09-17 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.07% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 13.07% | 37.42% |
| Worst Month | -8.25% | -17.69% |
| Best Year | 15.08% | 38.02% |
| Worst Year | -5.95% | 17.02% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -0.92% | -0.92% |
| Avg. Up Week | 6.67% | 11.07% |
| Avg. Down Week | -4.0% | -2.83% |
| Avg. Up Month | 5.82% | 17.44% |
| Avg. Down Month | -3.54% | -7.67% |
| Win Days % | 47.73% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |