| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 8.01% | 79.62% |
| Max Drawdown | -18.2% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.42 | 0.96 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 52.46 | 2.84 |
| Outlier Loss Ratio | 3.79 | 2.84 |
| Volatility (ann.) | 6.55% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.39 | 2.33 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 38.49 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.55% | 4.27% |
| Expected Yearly % | 3.93% | 34.02% |
| Kelly Criterion | 0.78% | 3.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11380730:BTCUSD | 11380730:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.09 | 0.45 | - |
| 2025 | 30.14 | -7.76 | -0.26 | - |
| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| MTD | 1.04% | 13.36% |
| 3M | 12.57% | 45.08% |
| 6M | -6.43% | 28.47% |
| YTD | -7.76% | 30.14% |
| 1Y | 9.91% | 105.13% |
| 3Y (ann.) | 7.14% | 68.87% |
| 5Y (ann.) | 7.14% | 68.87% |
| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| Max Drawdown | -18.2% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -2.29% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-07-14 | -18.20 | 184 |
| 2024-07-05 | 2024-07-26 | -4.66 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-28 | 2024-10-24 | -3.00 | 26 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-08-22 | 2024-09-22 | -1.92 | 31 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.65% | 18.93% |
| Worst Week | -9.25% | -12.33% |
| Best Month | 10.54% | 37.42% |
| Worst Month | -8.85% | -17.69% |
| Best Year | 17.09% | 38.02% |
| Worst Year | -7.76% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.85% | 7.12% |
| Avg. Down Week | -2.37% | -5.34% |
| Avg. Up Month | 3.58% | 13.91% |
| Avg. Down Month | -6.16% | -9.89% |
| Win Days % | 50.74% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |