| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.39% | 61.52% |
| Max Drawdown | -12.56% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.96 | 0.86 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 0.62 | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 0.47 | 0.97 |
| Outlier Win Ratio | 51.29 | 3.0 |
| Outlier Loss Ratio | 3.55 | 2.77 |
| Volatility (ann.) | 7.11% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.42 | 2.02 |
| Skew | 0.82 | 0.21 |
| Kurtosis | 44.68 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 3.76% |
| Expected Yearly % | 8.81% | 27.09% |
| Kelly Criterion | 7.37% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11387945:BTCUSD | 11387945:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.74 | 0.36 | - |
| 2025 | 17.02 | 4.09 | 0.24 | - |
| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | -1.07% | 12.25% |
| YTD | 4.09% | 17.02% |
| 1Y | 18.39% | 57.19% |
| 3Y (ann.) | 17.86% | 59.47% |
| 5Y (ann.) | 17.86% | 59.47% |
| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| Max Drawdown | -12.56% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.66% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.46 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.56 | 175 |
| 2024-07-02 | 2024-07-13 | -4.71 | 11 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-11-10 | -1.75 | 51 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-19 | 2024-08-21 | -0.73 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.04% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 10.11% | 37.42% |
| Worst Month | -5.6% | -17.69% |
| Best Year | 13.74% | 38.02% |
| Worst Year | 4.09% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 4.77% | 8.5% |
| Avg. Down Week | -3.53% | -5.23% |
| Avg. Up Month | 6.16% | 13.74% |
| Avg. Down Month | -4.48% | -7.67% |
| Win Days % | 49.69% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |