| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 13.99% | 79.62% |
| Max Drawdown | -20.4% | -29.51% |
| Sharpe | 0.39 | 0.65 |
| Sortino | 0.55 | 0.96 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 2.48 | 1.08 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 2.12 | 0.98 |
| Outlier Win Ratio | 39.78 | 3.08 |
| Outlier Loss Ratio | 3.78 | 3.1 |
| Volatility (ann.) | 8.32% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.61 | 2.33 |
| Skew | -0.7 | 0.2 |
| Kurtosis | 33.51 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.94% | 4.27% |
| Expected Yearly % | 6.77% | 34.02% |
| Kelly Criterion | 2.59% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11380896:BTCUSD | 11380896:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.91 | 0.55 | - |
| 2025 | 30.14 | -5.72 | -0.19 | - |
| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| MTD | 2.22% | 13.36% |
| 3M | 5.5% | 45.08% |
| 6M | -5.72% | 28.47% |
| YTD | -5.72% | 30.14% |
| 1Y | 17.73% | 105.13% |
| 3Y (ann.) | 12.43% | 68.87% |
| 5Y (ann.) | 12.43% | 68.87% |
| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| Max Drawdown | -20.4% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.69 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -20.40 | 208 |
| 2024-06-12 | 2024-07-25 | -4.29 | 43 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-07 | -2.34 | 13 |
| 2024-07-27 | 2024-08-20 | -2.02 | 23 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-23 | 2024-12-13 | -1.26 | 20 |
| 2024-11-07 | 2024-11-10 | -0.95 | 2 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -9.06% | -12.33% |
| Best Month | 11.48% | 37.42% |
| Worst Month | -9.06% | -17.69% |
| Best Year | 20.91% | 38.02% |
| Worst Year | -5.72% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.08% | 7.03% |
| Avg. Down Week | -2.69% | -5.35% |
| Avg. Up Month | 6.45% | 15.07% |
| Avg. Down Month | -4.27% | -7.59% |
| Win Days % | 49.39% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |