| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -3.02% | 79.62% |
| Max Drawdown | -29.37% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.03 | 0.96 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.04 | 1.08 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 27.42 | 3.18 |
| Outlier Loss Ratio | 3.73 | 3.18 |
| Volatility (ann.) | 9.89% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.09 | 2.33 |
| Skew | -0.33 | 0.2 |
| Kurtosis | 19.78 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.22% | 4.27% |
| Expected Yearly % | -1.52% | 34.02% |
| Kelly Criterion | -3.45% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371180:BTCUSD | 11371180:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.20 | 0.72 | - |
| 2025 | 30.14 | -23.76 | -0.79 | - |
| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -2.79% | 45.08% |
| 6M | -20.81% | 28.47% |
| YTD | -23.76% | 30.14% |
| 1Y | 0.83% | 105.13% |
| 3Y (ann.) | -2.71% | 68.87% |
| 5Y (ann.) | -2.71% | 68.87% |
| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| Max Drawdown | -29.37% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.37 | 188 |
| 2024-06-05 | 2024-09-13 | -8.50 | 100 |
| 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 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -13.13% | -12.33% |
| Best Month | 9.96% | 37.42% |
| Worst Month | -17.69% | -17.69% |
| Best Year | 27.2% | 38.02% |
| Worst Year | -23.76% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.5% | 7.86% |
| Avg. Down Week | -1.73% | -2.17% |
| Avg. Up Month | 5.39% | 16.63% |
| Avg. Down Month | -6.69% | -9.04% |
| Win Days % | 47.52% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |