| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 15.32% | 61.52% |
| Max Drawdown | -13.48% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.71 | 0.86 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.73 | 0.69 |
| Tail Ratio | 0.96 | 0.97 |
| Outlier Win Ratio | 44.46 | 3.01 |
| Outlier Loss Ratio | 3.42 | 2.77 |
| Volatility (ann.) | 8.09% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.1 | 2.02 |
| Skew | 0.62 | 0.21 |
| Kurtosis | 44.45 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.1% | 3.76% |
| Expected Yearly % | 7.39% | 27.09% |
| Kelly Criterion | 6.68% | 12.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11381284:BTCUSD | 11381284:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.63 | 0.52 | - |
| 2025 | 17.02 | -3.60 | -0.21 | - |
| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.23% | 31.76% |
| 6M | -8.62% | 12.25% |
| YTD | -3.6% | 17.02% |
| 1Y | 15.32% | 57.19% |
| 3Y (ann.) | 14.89% | 59.47% |
| 5Y (ann.) | 14.89% | 59.47% |
| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| Max Drawdown | -13.48% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.38% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.48 | 175 |
| 2024-08-22 | 2024-09-17 | -4.35 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-19 | 2024-10-18 | -1.86 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-08 | -0.94 | 20 |
| 2024-11-12 | 2024-12-16 | -0.69 | 34 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -5.21% | -12.33% |
| Best Month | 16.12% | 37.42% |
| Worst Month | -5.21% | -17.69% |
| Best Year | 19.63% | 38.02% |
| Worst Year | -3.6% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 4.24% | 8.72% |
| Avg. Down Week | -2.83% | -3.28% |
| Avg. Up Month | 5.73% | 16.69% |
| Avg. Down Month | -3.01% | -2.66% |
| Win Days % | 48.4% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |