| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 10.15% | 61.52% |
| Max Drawdown | -11.18% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.48 | 0.86 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 43.01 | 3.02 |
| Outlier Loss Ratio | 3.33 | 2.87 |
| Volatility (ann.) | 8.34% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.88 | 2.02 |
| Skew | 0.35 | 0.21 |
| Kurtosis | 40.65 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.76% |
| Expected Yearly % | 4.95% | 27.09% |
| Kelly Criterion | 2.69% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11381261:BTCUSD | 11381261:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.46 | 0.35 | - |
| 2025 | 17.02 | -2.92 | -0.17 | - |
| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.49% | 31.76% |
| 6M | -5.68% | 12.25% |
| YTD | -2.92% | 17.02% |
| 1Y | 10.15% | 57.19% |
| 3Y (ann.) | 9.86% | 59.47% |
| 5Y (ann.) | 9.86% | 59.47% |
| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| Max Drawdown | -11.18% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.43% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.18 | 175 |
| 2024-07-03 | 2024-09-19 | -9.48 | 77 |
| 2024-09-19 | 2024-11-10 | -3.11 | 51 |
| 2024-11-12 | 2024-12-16 | -1.88 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 16.12% | 37.42% |
| Worst Month | -6.59% | -17.69% |
| Best Year | 13.46% | 38.02% |
| Worst Year | -2.92% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.73% | 9.21% |
| Avg. Down Week | -2.91% | -3.83% |
| Avg. Up Month | 5.37% | 16.69% |
| Avg. Down Month | -1.58% | -2.66% |
| Win Days % | 48.99% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |