| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 4.53% | 79.62% |
| Max Drawdown | -17.27% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.24 | 0.96 |
| Payoff Ratio | 1.01 | 0.88 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.54 | 0.51 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 49.92 | 2.96 |
| Outlier Loss Ratio | 3.77 | 2.83 |
| Volatility (ann.) | 7.25% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.23 | 2.33 |
| Skew | -2.19 | 0.2 |
| Kurtosis | 73.82 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.32% | 4.27% |
| Expected Yearly % | 2.24% | 34.02% |
| Kelly Criterion | 0.71% | -2.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11379442:BTCUSD | 11379442:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.26 | 0.19 | - |
| 2025 | 30.14 | -2.54 | -0.08 | - |
| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| MTD | 2.54% | 13.36% |
| 3M | 13.17% | 45.08% |
| 6M | -3.16% | 28.47% |
| YTD | -2.54% | 30.14% |
| 1Y | 3.61% | 105.13% |
| 3Y (ann.) | 4.04% | 68.87% |
| 5Y (ann.) | 4.04% | 68.87% |
| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| Max Drawdown | -17.27% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.4% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.26 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -17.27 | 170 |
| 2024-07-22 | 2024-08-17 | -5.43 | 26 |
| 2024-09-28 | 2024-11-19 | -5.21 | 52 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2025-01-10 | 2025-01-23 | -3.48 | 12 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-19 | 2025-01-10 | -2.10 | 51 |
| 2024-09-21 | 2024-09-26 | -2.00 | 5 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.42% | -12.33% |
| Best Month | 9.62% | 37.42% |
| Worst Month | -6.18% | -17.69% |
| Best Year | 7.26% | 38.02% |
| Worst Year | -2.54% | 30.14% |
| Avg. Up Day | 0.67% | 0.7% |
| Avg. Down Day | -0.67% | -0.79% |
| Avg. Up Week | 2.45% | 5.89% |
| Avg. Down Week | -2.87% | -4.06% |
| Avg. Up Month | 3.35% | 14.93% |
| Avg. Down Month | -5.79% | -9.89% |
| Win Days % | 50.22% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |