| Metric | 11372770:btcusd:triple_med_gx:lsma105_25 | 11372770:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -7.6% | 79.62% |
| Max Drawdown | -31.3% | -29.51% |
| Sharpe | -0.13 | 0.65 |
| Sortino | -0.19 | 0.96 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 29.37 | 3.23 |
| Outlier Loss Ratio | 3.9 | 3.2 |
| Volatility (ann.) | 9.75% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.22 | 2.33 |
| Skew | -0.07 | 0.2 |
| Kurtosis | 20.77 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.56% | 4.27% |
| Expected Yearly % | -3.87% | 34.02% |
| Kelly Criterion | -5.54% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11372770:BTCUSD | 11372770:btcusd:triple_med_gx:lsma105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.03 | 0.66 | - |
| 2025 | 30.14 | -26.09 | -0.87 | - |
| Metric | 11372770:btcusd:triple_med_gx:lsma105_25 | 11372770:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -5.19% | 45.08% |
| 6M | -22.34% | 28.47% |
| YTD | -26.09% | 30.14% |
| 1Y | -6.55% | 105.13% |
| 3Y (ann.) | -6.82% | 68.87% |
| 5Y (ann.) | -6.82% | 68.87% |
| Metric | 11372770:btcusd:triple_med_gx:lsma105_25 | 11372770:BTCUSD |
|---|---|---|
| Max Drawdown | -31.3% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.30 | 188 |
| 2024-07-01 | 2024-09-13 | -8.16 | 73 |
| 2024-12-09 | 2024-12-16 | -4.86 | 7 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-06-07 | 2024-07-01 | -3.75 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11372770:btcusd:triple_med_gx:lsma105_25 | 11372770:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.0% | 18.93% |
| Worst Week | -5.86% | -12.33% |
| Best Month | 7.15% | 37.42% |
| Worst Month | -12.5% | -17.69% |
| Best Year | 25.03% | 38.02% |
| Worst Year | -26.09% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.71% | 7.63% |
| Avg. Down Week | -2.99% | -4.19% |
| Avg. Up Month | 3.92% | 15.71% |
| Avg. Down Month | -4.86% | -9.04% |
| Win Days % | 45.91% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |