| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.26% | 79.62% |
| Max Drawdown | -23.68% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.52 | 0.96 |
| Payoff Ratio | 0.91 | 0.89 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.36 | 0.51 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 43.04 | 3.02 |
| Outlier Loss Ratio | 3.67 | 3.09 |
| Volatility (ann.) | 8.27% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.58 | 2.33 |
| Skew | -2.32 | 0.2 |
| Kurtosis | 50.95 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.18% | 4.27% |
| Expected Yearly % | -7.94% | 34.02% |
| Kelly Criterion | -12.66% | -2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11376208:BTCUSD | 11376208:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.31 | -0.09 | - |
| 2025 | 30.14 | -12.35 | -0.41 | - |
| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| MTD | 2.37% | 13.36% |
| 3M | 5.25% | 45.08% |
| 6M | -12.35% | 28.47% |
| YTD | -12.35% | 30.14% |
| 1Y | -10.81% | 105.13% |
| 3Y (ann.) | -13.76% | 68.87% |
| 5Y (ann.) | -13.76% | 68.87% |
| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| Max Drawdown | -23.68% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -4.94% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -23.68 | 266 |
| 2024-07-04 | 2024-09-19 | -9.44 | 77 |
| 2024-09-20 | 2024-09-27 | -3.70 | 7 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-14 | -0.90 | 16 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.33% | 18.93% |
| Worst Week | -10.8% | -12.33% |
| Best Month | 9.32% | 37.42% |
| Worst Month | -11.78% | -17.69% |
| Best Year | -3.31% | 38.02% |
| Worst Year | -12.35% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.66% | 6.11% |
| Avg. Down Week | -3.84% | -4.92% |
| Avg. Up Month | 3.05% | 14.26% |
| Avg. Down Month | -6.75% | -4.68% |
| Win Days % | 46.38% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |