| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.5% | 61.52% |
| Max Drawdown | -22.1% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.86 |
| Payoff Ratio | 0.91 | 0.86 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.44 | 0.49 |
| Tail Ratio | 1.54 | 0.97 |
| Outlier Win Ratio | 47.21 | 2.91 |
| Outlier Loss Ratio | 3.58 | 2.97 |
| Volatility (ann.) | 7.68% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.11 | 2.02 |
| Skew | -1.28 | 0.21 |
| Kurtosis | 40.42 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.19% | 3.76% |
| Expected Yearly % | -1.26% | 27.09% |
| Kelly Criterion | -6.2% | -3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11382170:BTCUSD | 11382170:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.70 | 0.26 | - |
| 2025 | 17.02 | -11.11 | -0.65 | - |
| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.32% | 31.76% |
| 6M | -17.64% | 12.25% |
| YTD | -11.11% | 17.02% |
| 1Y | -2.5% | 57.19% |
| 3Y (ann.) | -2.43% | 59.47% |
| 5Y (ann.) | -2.43% | 59.47% |
| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| Max Drawdown | -22.1% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | -0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -22.10 | 200 |
| 2024-07-01 | 2024-07-14 | -4.34 | 12 |
| 2024-09-28 | 2024-11-21 | -3.09 | 53 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-08-21 | -1.67 | 25 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-07-14 | 2024-07-25 | -1.01 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-09-24 | -0.53 | 30 |
| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -8.1% | -12.33% |
| Best Month | 7.71% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 9.7% | 38.02% |
| Worst Year | -11.11% | 17.02% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.78% | 6.46% |
| Avg. Down Week | -2.62% | -5.73% |
| Avg. Up Month | 3.34% | 14.34% |
| Avg. Down Month | -7.39% | -7.67% |
| Win Days % | 49.29% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 48.15% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |