| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 15.41% | 79.62% |
| Max Drawdown | -10.14% | -29.51% |
| Sharpe | 0.41 | 0.65 |
| Sortino | 0.58 | 0.96 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.85 | 1.08 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 33.03 | 3.12 |
| Outlier Loss Ratio | 3.73 | 2.99 |
| Volatility (ann.) | 8.84% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.35 | 2.33 |
| Skew | -1.09 | 0.2 |
| Kurtosis | 37.92 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.03% | 4.27% |
| Expected Yearly % | 7.43% | 34.02% |
| Kelly Criterion | 4.62% | 3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11379978:BTCUSD | 11379978:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.77 | 0.55 | - |
| 2025 | 30.14 | -4.44 | -0.15 | - |
| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -0.08% | 45.08% |
| 6M | -1.71% | 28.47% |
| YTD | -4.44% | 30.14% |
| 1Y | 15.66% | 105.13% |
| 3Y (ann.) | 13.68% | 68.87% |
| 5Y (ann.) | 13.68% | 68.87% |
| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| Max Drawdown | -10.14% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.2% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -10.14 | 188 |
| 2024-12-17 | 2025-01-06 | -4.54 | 20 |
| 2024-08-20 | 2024-09-15 | -3.50 | 25 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-07-09 | 2024-08-16 | -2.57 | 38 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-07-01 | 2024-07-09 | -1.79 | 7 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -4.28% | -12.33% |
| Best Month | 7.91% | 37.42% |
| Worst Month | -3.33% | -17.69% |
| Best Year | 20.77% | 38.02% |
| Worst Year | -4.44% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.01% | 8.62% |
| Avg. Down Week | -1.42% | -2.85% |
| Avg. Up Month | 2.39% | 14.85% |
| Avg. Down Month | -2.36% | -9.89% |
| Win Days % | 50.64% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |