| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -15.77% | 79.62% |
| Max Drawdown | -33.54% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.4 | 0.56 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 34.07 | 3.14 |
| Outlier Loss Ratio | 3.68 | 3.1 |
| Volatility (ann.) | 9.35% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.42 | 2.33 |
| Skew | -1.08 | 0.2 |
| Kurtosis | 35.25 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.22% | 4.27% |
| Expected Yearly % | -8.22% | 34.02% |
| Kelly Criterion | -9.15% | 2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11374571:BTCUSD | 11374571:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.12 | 0.50 | - |
| 2025 | 30.14 | -29.29 | -0.97 | - |
| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.95% | 45.08% |
| 6M | -24.88% | 28.47% |
| YTD | -29.29% | 30.14% |
| 1Y | -14.03% | 105.13% |
| 3Y (ann.) | -14.23% | 68.87% |
| 5Y (ann.) | -14.23% | 68.87% |
| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| Max Drawdown | -33.54% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.64% | -4.58% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | -0.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -33.54 | 188 |
| 2024-07-01 | 2024-09-13 | -7.63 | 73 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-12-09 | 2024-12-16 | -2.70 | 7 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 6.43% | 37.42% |
| Worst Month | -17.15% | -17.69% |
| Best Year | 19.12% | 38.02% |
| Worst Year | -29.29% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.31% | 7.85% |
| Avg. Down Week | -3.38% | -4.19% |
| Avg. Up Month | 2.83% | 15.71% |
| Avg. Down Month | -6.15% | -9.04% |
| Win Days % | 45.72% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |