| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -6.46% | 79.62% |
| Max Drawdown | -27.14% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 35.14 | 3.12 |
| Outlier Loss Ratio | 3.57 | 3.06 |
| Volatility (ann.) | 9.06% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.21 | 2.33 |
| Skew | -1.0 | 0.2 |
| Kurtosis | 37.15 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.28% | 34.02% |
| Kelly Criterion | -4.35% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11375572:BTCUSD | 11375572:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.68 | 0.54 | - |
| 2025 | 30.14 | -22.49 | -0.75 | - |
| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -2.02% | 45.08% |
| 6M | -20.31% | 28.47% |
| YTD | -22.49% | 30.14% |
| 1Y | -6.9% | 105.13% |
| 3Y (ann.) | -5.8% | 68.87% |
| 5Y (ann.) | -5.8% | 68.87% |
| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| Max Drawdown | -27.14% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.14 | 188 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-12-17 | 2025-01-06 | -4.50 | 20 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-07-01 | 2024-08-13 | -3.35 | 42 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-10-14 | 2024-10-15 | -1.29 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -7.7% | -12.33% |
| Best Month | 7.76% | 37.42% |
| Worst Month | -17.42% | -17.69% |
| Best Year | 20.68% | 38.02% |
| Worst Year | -22.49% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.96% | 8.69% |
| Avg. Down Week | -2.16% | -2.96% |
| Avg. Up Month | 2.97% | 14.37% |
| Avg. Down Month | -8.92% | -9.89% |
| Win Days % | 48.25% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |