| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 22.35% | 79.62% |
| Max Drawdown | -16.36% | -29.51% |
| Sharpe | 0.6 | 0.65 |
| Sortino | 0.9 | 0.96 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 2.55 | 1.08 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 2.06 | 0.98 |
| Outlier Win Ratio | 34.83 | 3.04 |
| Outlier Loss Ratio | 3.85 | 2.84 |
| Volatility (ann.) | 8.01% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.21 | 2.33 |
| Skew | 0.2 | 0.2 |
| Kurtosis | 28.43 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.45% | 4.27% |
| Expected Yearly % | 10.61% | 34.02% |
| Kelly Criterion | 6.24% | 3.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11378541:BTCUSD | 11378541:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.72 | 0.65 | - |
| 2025 | 30.14 | -1.90 | -0.06 | - |
| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 12.33% | 45.08% |
| 6M | -2.48% | 28.47% |
| YTD | -1.9% | 30.14% |
| 1Y | 22.97% | 105.13% |
| 3Y (ann.) | 19.78% | 68.87% |
| 5Y (ann.) | 19.78% | 68.87% |
| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| Max Drawdown | -16.36% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.25% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-07-14 | -16.36 | 182 |
| 2024-08-29 | 2024-11-10 | -4.95 | 72 |
| 2024-06-12 | 2024-07-26 | -4.65 | 44 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-23 | 2024-12-15 | -1.91 | 22 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-17 | 2024-11-18 | -1.05 | 1 |
| 2024-08-22 | 2024-08-29 | -1.04 | 7 |
| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.01% | 18.93% |
| Worst Week | -4.24% | -12.33% |
| Best Month | 15.27% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 24.72% | 38.02% |
| Worst Year | -1.9% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.67% | -0.77% |
| Avg. Up Week | 3.69% | 7.63% |
| Avg. Down Week | -1.65% | -4.29% |
| Avg. Up Month | 4.18% | 12.69% |
| Avg. Down Month | -7.84% | -17.69% |
| Win Days % | 51.01% | 51.93% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |