| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 0.02% | 79.62% |
| Max Drawdown | -26.5% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.04 | 1.06 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 26.96 | 3.19 |
| Outlier Loss Ratio | 3.72 | 3.15 |
| Volatility (ann.) | 9.94% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.0 | 2.33 |
| Skew | -0.16 | 0.2 |
| Kurtosis | 19.29 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.0% | 4.27% |
| Expected Yearly % | 0.01% | 34.02% |
| Kelly Criterion | -3.41% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11370461:BTCUSD | 11370461:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.59 | 0.75 | - |
| 2025 | 30.14 | -22.22 | -0.74 | - |
| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| MTD | -1.89% | 13.36% |
| 3M | -4.85% | 45.08% |
| 6M | -20.63% | 28.47% |
| YTD | -22.22% | 30.14% |
| 1Y | 1.26% | 105.13% |
| 3Y (ann.) | 0.02% | 68.87% |
| 5Y (ann.) | 0.02% | 68.87% |
| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| Max Drawdown | -26.5% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 0.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.50 | 188 |
| 2024-07-01 | 2024-09-13 | -9.16 | 73 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 10.22% | 37.42% |
| Worst Month | -20.27% | -17.69% |
| Best Year | 28.59% | 38.02% |
| Worst Year | -22.22% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 2.53% | 8.25% |
| Avg. Down Week | -1.62% | -2.22% |
| Avg. Up Month | 6.59% | 16.18% |
| Avg. Down Month | -6.91% | -9.5% |
| Win Days % | 47.4% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |