| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -7.12% | 61.52% |
| Max Drawdown | -13.01% | -29.51% |
| Sharpe | -0.31 | 0.59 |
| Sortino | -0.4 | 0.86 |
| Payoff Ratio | 0.9 | 0.86 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 119.28 | 2.48 |
| Outlier Loss Ratio | 2.92 | 2.39 |
| Volatility (ann.) | 5.35% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.53 | 2.02 |
| Skew | -2.75 | 0.21 |
| Kurtosis | 158.22 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.57% | 3.76% |
| Expected Yearly % | -3.63% | 27.09% |
| Kelly Criterion | -22.74% | -4.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11390988:BTCUSD | 11390988:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.76 | -0.18 | - |
| 2025 | 17.02 | -0.39 | -0.02 | - |
| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.55% | 31.76% |
| 6M | -11.28% | 12.25% |
| YTD | -0.39% | 17.02% |
| 1Y | -7.09% | 57.19% |
| 3Y (ann.) | -6.94% | 59.47% |
| 5Y (ann.) | -6.94% | 59.47% |
| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| Max Drawdown | -13.01% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | -0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -13.01 | 211 |
| 2024-09-20 | 2024-11-11 | -2.38 | 52 |
| 2024-06-02 | 2024-07-06 | -1.52 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-21 | 2024-09-19 | -0.52 | 29 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 2.58% | 18.93% |
| Worst Week | -10.94% | -12.33% |
| Best Month | 2.89% | 37.42% |
| Worst Month | -10.94% | -17.69% |
| Best Year | -0.39% | 38.02% |
| Worst Year | -6.76% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 1.35% | 7.2% |
| Avg. Down Week | -2.91% | -3.26% |
| Avg. Up Month | 2.05% | 14.39% |
| Avg. Down Month | -3.45% | -5.35% |
| Win Days % | 41.98% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |