| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.7% | 61.52% |
| Max Drawdown | -20.62% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 0.48 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 0.43 | 0.97 |
| Outlier Win Ratio | 50.92 | 2.91 |
| Outlier Loss Ratio | 3.47 | 2.97 |
| Volatility (ann.) | 7.58% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.27 | 2.02 |
| Skew | -0.43 | 0.21 |
| Kurtosis | 41.21 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.76% |
| Expected Yearly % | 2.81% | 27.09% |
| Kelly Criterion | -0.78% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11382059:BTCUSD | 11382059:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.42 | 0.75 | - |
| 2025 | 17.02 | -17.69 | -1.04 | - |
| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.44% | 31.76% |
| 6M | -16.62% | 12.25% |
| YTD | -17.69% | 17.02% |
| 1Y | 5.7% | 57.19% |
| 3Y (ann.) | 5.55% | 59.47% |
| 5Y (ann.) | 5.55% | 59.47% |
| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| Max Drawdown | -20.62% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.07% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.28 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -20.62 | 149 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-01 | 2024-07-26 | -2.74 | 24 |
| 2024-10-25 | 2024-11-10 | -2.69 | 16 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-24 | 2024-09-24 | -1.28 | 31 |
| 2024-12-13 | 2025-01-12 | -0.89 | 29 |
| 2024-11-23 | 2024-12-13 | -0.82 | 20 |
| 2024-09-29 | 2024-10-24 | -0.81 | 25 |
| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -6.75% | -12.33% |
| Best Month | 12.48% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 28.42% | 38.02% |
| Worst Year | -17.69% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.33% | 8.38% |
| Avg. Down Week | -1.47% | -4.59% |
| Avg. Up Month | 5.99% | 15.5% |
| Avg. Down Month | -4.38% | -9.04% |
| Win Days % | 49.42% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |