| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.77% | 79.62% |
| Max Drawdown | -19.15% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 34.54 | 3.09 |
| Outlier Loss Ratio | 3.45 | 3.08 |
| Volatility (ann.) | 9.09% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.04 | 2.33 |
| Skew | -1.59 | 0.2 |
| Kurtosis | 37.81 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.06% | 4.27% |
| Expected Yearly % | -0.39% | 34.02% |
| Kelly Criterion | -0.54% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11378848:BTCUSD | 11378848:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.92 | 0.29 | - |
| 2025 | 30.14 | -10.55 | -0.35 | - |
| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.99% | 45.08% |
| 6M | -7.14% | 28.47% |
| YTD | -10.55% | 30.14% |
| 1Y | 7.33% | 105.13% |
| 3Y (ann.) | -0.69% | 68.87% |
| 5Y (ann.) | -0.69% | 68.87% |
| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.04 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -19.15 | 208 |
| 2024-07-02 | 2024-10-15 | -9.52 | 105 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-11-10 | -1.33 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -7.55% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -7.55% | -17.69% |
| Best Year | 10.92% | 38.02% |
| Worst Year | -10.55% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.62% | 7.09% |
| Avg. Down Week | -2.82% | -2.97% |
| Avg. Up Month | 4.95% | 16.03% |
| Avg. Down Month | -3.16% | -7.67% |
| Win Days % | 49.33% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |