| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.19% | 79.62% |
| Max Drawdown | -31.07% | -29.51% |
| Sharpe | -0.19 | 0.65 |
| Sortino | -0.27 | 0.96 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.95 | 1.08 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 34.51 | 3.14 |
| Outlier Loss Ratio | 3.77 | 3.07 |
| Volatility (ann.) | 9.06% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.27 | 2.33 |
| Skew | -0.86 | 0.2 |
| Kurtosis | 36.51 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.69% | 4.27% |
| Expected Yearly % | -4.71% | 34.02% |
| Kelly Criterion | -7.2% | 2.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11376586:BTCUSD | 11376586:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.82 | 0.63 | - |
| 2025 | 30.14 | -26.66 | -0.88 | - |
| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -3.36% | 45.08% |
| 6M | -22.08% | 28.47% |
| YTD | -26.66% | 30.14% |
| 1Y | -5.71% | 105.13% |
| 3Y (ann.) | -8.26% | 68.87% |
| 5Y (ann.) | -8.26% | 68.87% |
| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| Max Drawdown | -31.07% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.07 | 188 |
| 2024-06-11 | 2024-08-20 | -6.80 | 70 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-08-20 | 2024-09-13 | -3.50 | 24 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-13 | 2024-12-15 | -0.96 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.83% | 18.93% |
| Worst Week | -5.91% | -12.33% |
| Best Month | 6.64% | 37.42% |
| Worst Month | -12.39% | -17.69% |
| Best Year | 23.82% | 38.02% |
| Worst Year | -26.66% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.42% | 7.85% |
| Avg. Down Week | -2.69% | -4.4% |
| Avg. Up Month | 3.46% | 16.63% |
| Avg. Down Month | -5.04% | -9.04% |
| Win Days % | 46.55% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 35.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |