| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 5.72% | 61.52% |
| Max Drawdown | -18.42% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.29 | 0.86 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 47.0 | 2.97 |
| Outlier Loss Ratio | 3.38 | 2.87 |
| Volatility (ann.) | 8.07% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.3 | 2.02 |
| Skew | -0.44 | 0.21 |
| Kurtosis | 47.91 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.76% |
| Expected Yearly % | 2.82% | 27.09% |
| Kelly Criterion | -0.01% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11382116:BTCUSD | 11382116:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.54 | 0.43 | - |
| 2025 | 17.02 | -9.28 | -0.55 | - |
| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.73% | 31.76% |
| 6M | -14.1% | 12.25% |
| YTD | -9.28% | 17.02% |
| 1Y | 5.72% | 57.19% |
| 3Y (ann.) | 5.56% | 59.47% |
| 5Y (ann.) | 5.56% | 59.47% |
| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.31 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -18.42 | 179 |
| 2024-07-27 | 2024-08-23 | -4.50 | 26 |
| 2024-10-25 | 2024-11-20 | -2.34 | 26 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-11-23 | 2024-12-13 | -1.26 | 20 |
| 2024-08-24 | 2024-09-24 | -1.22 | 31 |
| 2024-07-14 | 2024-07-25 | -1.01 | 11 |
| 2024-09-27 | 2024-10-24 | -0.30 | 27 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 7.16% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 16.54% | 38.02% |
| Worst Year | -9.28% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.99% | 6.11% |
| Avg. Down Week | -2.88% | -5.7% |
| Avg. Up Month | 4.14% | 14.62% |
| Avg. Down Month | -5.02% | -7.67% |
| Win Days % | 48.95% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |