| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 7.15% | 79.62% |
| Max Drawdown | -14.6% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.31 | 0.96 |
| Payoff Ratio | 0.88 | 0.85 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.98 | 1.08 |
| CPC Index | 0.51 | 0.49 |
| Tail Ratio | 1.81 | 0.98 |
| Outlier Win Ratio | 41.55 | 3.02 |
| Outlier Loss Ratio | 3.73 | 3.08 |
| Volatility (ann.) | 8.06% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.44 | 2.33 |
| Skew | -2.06 | 0.2 |
| Kurtosis | 54.6 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.49% | 4.27% |
| Expected Yearly % | 3.51% | 34.02% |
| Kelly Criterion | -1.28% | -4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11378373:BTCUSD | 11378373:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.49 | 0.20 | - |
| 2025 | 30.14 | -0.32 | -0.01 | - |
| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 7.97% | 45.08% |
| 6M | -1.46% | 28.47% |
| YTD | -0.32% | 30.14% |
| 1Y | 9.41% | 105.13% |
| 3Y (ann.) | 6.37% | 68.87% |
| 5Y (ann.) | 6.37% | 68.87% |
| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| Max Drawdown | -14.6% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -14.60 | 170 |
| 2024-06-10 | 2024-08-18 | -7.17 | 68 |
| 2024-12-20 | 2025-01-24 | -4.88 | 35 |
| 2024-08-20 | 2024-09-18 | -4.42 | 29 |
| 2024-09-28 | 2024-11-19 | -3.12 | 51 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-22 | 2024-12-15 | -1.99 | 23 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 8.78% | 37.42% |
| Worst Month | -3.83% | -17.69% |
| Best Year | 7.49% | 38.02% |
| Worst Year | -0.32% | 30.14% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 2.93% | 4.63% |
| Avg. Down Week | -2.5% | -4.3% |
| Avg. Up Month | 4.44% | 15.07% |
| Avg. Down Month | -3.05% | -7.59% |
| Win Days % | 52.49% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |