| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 12.07% | 79.62% |
| Max Drawdown | -18.44% | -29.51% |
| Sharpe | 0.37 | 0.65 |
| Sortino | 0.53 | 0.96 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 2.5 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 2.17 | 0.98 |
| Outlier Win Ratio | 40.79 | 3.01 |
| Outlier Loss Ratio | 4.06 | 3.03 |
| Volatility (ann.) | 7.74% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.58 | 2.33 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 32.33 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.82% | 4.27% |
| Expected Yearly % | 5.86% | 34.02% |
| Kelly Criterion | 0.37% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11379666:BTCUSD | 11379666:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.40 | 0.67 | - |
| 2025 | 30.14 | -10.63 | -0.35 | - |
| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.78% | 45.08% |
| 6M | -11.22% | 28.47% |
| YTD | -10.63% | 30.14% |
| 1Y | 12.68% | 105.13% |
| 3Y (ann.) | 10.73% | 68.87% |
| 5Y (ann.) | 10.73% | 68.87% |
| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| Max Drawdown | -18.44% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.58% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.65 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.44 | 208 |
| 2024-06-11 | 2024-07-26 | -4.47 | 44 |
| 2024-08-22 | 2024-10-24 | -3.73 | 62 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-10 | -2.71 | 16 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-23 | 2024-12-15 | -0.82 | 22 |
| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 17.07% | 37.42% |
| Worst Month | -6.49% | -17.69% |
| Best Year | 25.4% | 38.02% |
| Worst Year | -10.63% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.19% | 7.63% |
| Avg. Down Week | -1.44% | -4.56% |
| Avg. Up Month | 4.07% | 12.69% |
| Avg. Down Month | -2.88% | -8.96% |
| Win Days % | 48.64% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |