| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -3.42% | 61.52% |
| Max Drawdown | -17.1% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.13 | 0.86 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 74.4 | 2.75 |
| Outlier Loss Ratio | 3.18 | 2.7 |
| Volatility (ann.) | 6.57% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.19 | 2.02 |
| Skew | -1.08 | 0.21 |
| Kurtosis | 83.38 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.27% | 3.76% |
| Expected Yearly % | -1.73% | 27.09% |
| Kelly Criterion | -8.18% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11388007:BTCUSD | 11388007:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.03 | -0.11 | - |
| 2025 | 17.02 | 0.64 | 0.04 | - |
| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.86% | 31.76% |
| 6M | -12.52% | 12.25% |
| YTD | 0.64% | 17.02% |
| 1Y | -3.39% | 57.19% |
| 3Y (ann.) | -3.33% | 59.47% |
| 5Y (ann.) | -3.33% | 59.47% |
| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| Max Drawdown | -17.1% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | -0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -17.10 | 211 |
| 2024-08-20 | 2024-09-19 | -4.19 | 30 |
| 2024-09-20 | 2024-11-11 | -2.53 | 52 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-07-06 | -1.22 | 34 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.08% | 18.93% |
| Worst Week | -13.07% | -12.33% |
| Best Month | 8.08% | 37.42% |
| Worst Month | -13.07% | -17.69% |
| Best Year | 0.64% | 38.02% |
| Worst Year | -4.03% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 2.8% | 8.98% |
| Avg. Down Week | -3.54% | -2.61% |
| Avg. Up Month | 4.02% | 14.39% |
| Avg. Down Month | -4.77% | -5.35% |
| Win Days % | 45.53% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |