| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -6.2% | 79.62% |
| Max Drawdown | -33.54% | -29.51% |
| Sharpe | -0.1 | 0.65 |
| Sortino | -0.13 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.46 | 0.57 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 28.05 | 3.18 |
| Outlier Loss Ratio | 3.75 | 3.23 |
| Volatility (ann.) | 9.79% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.17 | 2.33 |
| Skew | -0.56 | 0.2 |
| Kurtosis | 18.92 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.46% | 4.27% |
| Expected Yearly % | -3.15% | 34.02% |
| Kelly Criterion | -4.68% | 3.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371200:BTCUSD | 11371200:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.01 | 0.82 | - |
| 2025 | 30.14 | -28.40 | -0.94 | - |
| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -7.0% | 45.08% |
| 6M | -25.63% | 28.47% |
| YTD | -28.4% | 30.14% |
| 1Y | 0.31% | 105.13% |
| 3Y (ann.) | -5.56% | 68.87% |
| 5Y (ann.) | -5.56% | 68.87% |
| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| Max Drawdown | -33.54% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.62% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | -0.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -33.54 | 188 |
| 2024-06-07 | 2024-09-19 | -14.59 | 104 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 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 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 13.33% | 37.42% |
| Worst Month | -18.04% | -17.69% |
| Best Year | 31.01% | 38.02% |
| Worst Year | -28.4% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.26% | 7.99% |
| Avg. Down Week | -2.63% | -2.66% |
| Avg. Up Month | 7.11% | 16.63% |
| Avg. Down Month | -5.96% | -8.96% |
| Win Days % | 47.64% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |