| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -3.3% | 29.45% |
| Max Drawdown | -29.04% | -28.38% |
| Sharpe | 0.03 | 0.43 |
| Sortino | 0.04 | 0.62 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.03 | 0.99 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | 1.02 | 0.93 |
| Outlier Win Ratio | 12.8 | 3.79 |
| Outlier Loss Ratio | 3.74 | 3.63 |
| Volatility (ann.) | 17.45% | 26.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.14 | 1.31 |
| Skew | -0.97 | 0.13 |
| Kurtosis | 17.9 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.34% | 2.61% |
| Expected Yearly % | -1.66% | 13.77% |
| Kelly Criterion | -0.69% | 1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.22% |
| Expected Shortfall (cVaR) | -1.5% | -2.22% |
| Year | 11397266:BTCUSD | 11397266:btcusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.00 | 0.18 | - |
| 2025 | -6.21 | -9.63 | 1.55 | - |
| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| MTD | -9.32% | 3.86% |
| 3M | -14.59% | -7.61% |
| 6M | 8.16% | 38.23% |
| YTD | -9.63% | -6.21% |
| 1Y | -3.3% | 29.45% |
| 3Y (ann.) | -4.03% | 37.18% |
| 5Y (ann.) | -4.03% | 37.18% |
| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| Max Drawdown | -29.04% | -28.38% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -7.61% | -4.56% |
| Avg. Drawdown Days | 30.0 | 12.0 |
| Recovery Factor | -0.11 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -29.04 | 155 |
| 2024-12-17 | 2025-03-26 | -26.09 | 98 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-30 | 2024-12-01 | -0.28 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 13.12% | 37.42% |
| Worst Month | -10.6% | -17.69% |
| Best Year | 7.0% | 38.02% |
| Worst Year | -9.63% | -6.21% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.08% | 6.78% |
| Avg. Down Week | -2.96% | -3.9% |
| Avg. Up Month | 8.54% | 16.34% |
| Avg. Down Month | -5.44% | -9.25% |
| Win Days % | 50.0% | 51.34% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 41.94% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |