| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.35% | 61.52% |
| Max Drawdown | -18.56% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.34 | 0.86 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.9 | 1.07 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.74 | 0.97 |
| Outlier Win Ratio | 40.83 | 2.93 |
| Outlier Loss Ratio | 3.78 | 2.88 |
| Volatility (ann.) | 7.79% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.33 | 2.02 |
| Skew | 0.48 | 0.21 |
| Kurtosis | 30.56 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.76% |
| Expected Yearly % | 3.12% | 27.09% |
| Kelly Criterion | 0.66% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11382443:BTCUSD | 11382443:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.69 | 0.60 | - |
| 2025 | 17.02 | -13.32 | -0.78 | - |
| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.89% | 31.76% |
| 6M | -7.15% | 12.25% |
| YTD | -13.32% | 17.02% |
| 1Y | 6.35% | 57.19% |
| 3Y (ann.) | 6.17% | 59.47% |
| 5Y (ann.) | 6.17% | 59.47% |
| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| Max Drawdown | -18.56% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 0.34 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -18.56 | 155 |
| 2024-07-01 | 2024-08-16 | -3.87 | 45 |
| 2024-08-20 | 2024-09-15 | -3.50 | 25 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.83% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 7.37% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 22.69% | 38.02% |
| Worst Year | -13.32% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.23% | 8.65% |
| Avg. Down Week | -2.42% | -5.13% |
| Avg. Up Month | 3.0% | 18.55% |
| Avg. Down Month | -1.77% | -9.89% |
| Win Days % | 47.84% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |