| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -10.44% | 79.62% |
| Max Drawdown | -28.24% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.43 | 0.57 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 30.97 | 3.17 |
| Outlier Loss Ratio | 3.74 | 3.18 |
| Volatility (ann.) | 9.68% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.33 | 2.33 |
| Skew | -0.75 | 0.2 |
| Kurtosis | 23.26 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.78% | 4.27% |
| Expected Yearly % | -5.36% | 34.02% |
| Kelly Criterion | -7.46% | 3.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11370500:BTCUSD | 11370500:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.49 | 0.35 | - |
| 2025 | 30.14 | -21.08 | -0.70 | - |
| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| MTD | -2.15% | 13.36% |
| 3M | -1.74% | 45.08% |
| 6M | -18.48% | 28.47% |
| YTD | -21.08% | 30.14% |
| 1Y | -3.98% | 105.13% |
| 3Y (ann.) | -9.39% | 68.87% |
| 5Y (ann.) | -9.39% | 68.87% |
| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| Max Drawdown | -28.24% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.85% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -28.24 | 208 |
| 2024-07-01 | 2024-10-16 | -14.18 | 106 |
| 2024-12-12 | 2024-12-15 | -1.90 | 2 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-11-06 | -1.29 | 19 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-06 | 2024-07-01 | -0.69 | 24 |
| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 13.61% | 37.42% |
| Worst Month | -17.97% | -17.69% |
| Best Year | 13.49% | 38.02% |
| Worst Year | -21.08% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 2.79% | 7.29% |
| Avg. Down Week | -2.67% | -3.0% |
| Avg. Up Month | 7.36% | 16.18% |
| Avg. Down Month | -5.08% | -7.82% |
| Win Days % | 46.35% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |