| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -7.39% | 79.62% |
| Max Drawdown | -26.53% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.2 | 0.96 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 32.59 | 3.17 |
| Outlier Loss Ratio | 3.66 | 3.09 |
| Volatility (ann.) | 9.21% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.25 | 2.33 |
| Skew | 0.43 | 0.2 |
| Kurtosis | 21.61 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.77% | 34.02% |
| Kelly Criterion | -5.29% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11373683:BTCUSD | 11373683:btcusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.00 | 0.45 | - |
| 2025 | 30.14 | -20.85 | -0.69 | - |
| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -4.07% | 45.08% |
| 6M | -18.9% | 28.47% |
| YTD | -20.85% | 30.14% |
| 1Y | 1.73% | 105.13% |
| 3Y (ann.) | -6.64% | 68.87% |
| 5Y (ann.) | -6.64% | 68.87% |
| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.52% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.53 | 188 |
| 2024-06-07 | 2024-10-15 | -13.85 | 130 |
| 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 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-07 | 2024-11-08 | -0.77 | 1 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 10.56% | 37.42% |
| Worst Month | -13.46% | -17.69% |
| Best Year | 17.0% | 38.02% |
| Worst Year | -20.85% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 2.53% | 8.5% |
| Avg. Down Week | -2.81% | -3.2% |
| Avg. Up Month | 6.05% | 17.25% |
| Avg. Down Month | -5.9% | -9.04% |
| Win Days % | 46.43% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |