| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 11.55% | 79.62% |
| Max Drawdown | -17.0% | -29.51% |
| Sharpe | 0.34 | 0.65 |
| Sortino | 0.46 | 0.96 |
| Payoff Ratio | 0.97 | 0.87 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 2.57 | 1.08 |
| CPC Index | 0.58 | 0.5 |
| Tail Ratio | 2.26 | 0.98 |
| Outlier Win Ratio | 37.92 | 3.06 |
| Outlier Loss Ratio | 3.71 | 3.07 |
| Volatility (ann.) | 8.3% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.6 | 2.33 |
| Skew | -1.76 | 0.2 |
| Kurtosis | 48.56 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.78% | 4.27% |
| Expected Yearly % | 5.62% | 34.02% |
| Kelly Criterion | 3.23% | -3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11377296:BTCUSD | 11377296:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.74 | 0.31 | - |
| 2025 | 30.14 | -0.17 | -0.01 | - |
| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 11.53% | 45.08% |
| 6M | -1.51% | 28.47% |
| YTD | -0.17% | 30.14% |
| 1Y | 11.74% | 105.13% |
| 3Y (ann.) | 10.27% | 68.87% |
| 5Y (ann.) | 10.27% | 68.87% |
| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| Max Drawdown | -17.0% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -3.25% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -17.00 | 206 |
| 2024-06-10 | 2024-08-16 | -5.90 | 66 |
| 2024-10-15 | 2024-12-15 | -5.18 | 61 |
| 2024-08-20 | 2024-09-18 | -3.46 | 29 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2024-09-28 | 2024-10-14 | -0.57 | 16 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -7.9% | -12.33% |
| Best Month | 9.35% | 37.42% |
| Worst Month | -5.3% | -17.69% |
| Best Year | 11.74% | 38.02% |
| Worst Year | -0.17% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 2.85% | 5.07% |
| Avg. Down Week | -2.83% | -4.3% |
| Avg. Up Month | 3.9% | 13.91% |
| Avg. Down Month | -3.88% | -7.59% |
| Win Days % | 52.35% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 51.52% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |