| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.66% | 79.62% |
| Max Drawdown | -32.23% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.95 | 1.08 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 35.06 | 3.14 |
| Outlier Loss Ratio | 3.61 | 3.06 |
| Volatility (ann.) | 9.13% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.24 | 2.33 |
| Skew | -0.92 | 0.2 |
| Kurtosis | 36.35 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.65% | 4.27% |
| Expected Yearly % | -4.43% | 34.02% |
| Kelly Criterion | -5.51% | 2.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11375552:BTCUSD | 11375552:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.88 | 0.71 | - |
| 2025 | 30.14 | -28.01 | -0.93 | - |
| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.88% | 45.08% |
| 6M | -23.39% | 28.47% |
| YTD | -28.01% | 30.14% |
| 1Y | -8.3% | 105.13% |
| 3Y (ann.) | -7.79% | 68.87% |
| 5Y (ann.) | -7.79% | 68.87% |
| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| Max Drawdown | -32.23% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | -0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -32.23 | 188 |
| 2024-08-14 | 2024-08-20 | -6.19 | 5 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-08-20 | 2024-09-13 | -3.50 | 24 |
| 2024-07-01 | 2024-07-12 | -1.95 | 10 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -5.99% | -12.33% |
| Best Month | 6.29% | 37.42% |
| Worst Month | -15.47% | -17.69% |
| Best Year | 26.88% | 38.02% |
| Worst Year | -28.01% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.1% | 7.34% |
| Avg. Down Week | -3.07% | -4.5% |
| Avg. Up Month | 2.73% | 15.71% |
| Avg. Down Month | -8.21% | -9.89% |
| Win Days % | 47.35% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |