| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -9.11% | 79.62% |
| Max Drawdown | -29.03% | -29.51% |
| Sharpe | -0.19 | 0.65 |
| Sortino | -0.27 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.81 | 1.08 |
| CPC Index | 0.44 | 0.58 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 32.27 | 3.17 |
| Outlier Loss Ratio | 3.81 | 3.1 |
| Volatility (ann.) | 9.12% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.28 | 2.33 |
| Skew | 0.33 | 0.2 |
| Kurtosis | 21.71 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.68% | 4.27% |
| Expected Yearly % | -4.66% | 34.02% |
| Kelly Criterion | -6.38% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11373645:BTCUSD | 11373645:btcusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.78 | 0.49 | - |
| 2025 | 30.14 | -23.48 | -0.78 | - |
| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.8% | 45.08% |
| 6M | -19.78% | 28.47% |
| YTD | -23.48% | 30.14% |
| 1Y | -7.42% | 105.13% |
| 3Y (ann.) | -8.19% | 68.87% |
| 5Y (ann.) | -8.19% | 68.87% |
| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| Max Drawdown | -29.03% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.03 | 188 |
| 2024-06-07 | 2024-09-13 | -7.73 | 98 |
| 2024-12-09 | 2024-12-16 | -4.49 | 7 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.11% | 18.93% |
| Worst Week | -5.86% | -12.33% |
| Best Month | 6.54% | 37.42% |
| Worst Month | -10.32% | -17.69% |
| Best Year | 18.78% | 38.02% |
| Worst Year | -23.48% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.4% | 8.44% |
| Avg. Down Week | -2.79% | -4.19% |
| Avg. Up Month | 2.86% | 14.37% |
| Avg. Down Month | -4.85% | -9.04% |
| Win Days % | 46.33% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |