| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 9.67% | 61.52% |
| Max Drawdown | -9.69% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.49 | 0.86 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.84 | 0.97 |
| Outlier Win Ratio | 42.65 | 3.0 |
| Outlier Loss Ratio | 3.62 | 2.85 |
| Volatility (ann.) | 7.71% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.97 | 2.02 |
| Skew | 0.49 | 0.21 |
| Kurtosis | 31.8 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 3.76% |
| Expected Yearly % | 4.72% | 27.09% |
| Kelly Criterion | 2.75% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11382462:BTCUSD | 11382462:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.91 | 0.31 | - |
| 2025 | 17.02 | -2.00 | -0.12 | - |
| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.28% | 31.76% |
| 6M | -0.3% | 12.25% |
| YTD | -2.0% | 17.02% |
| 1Y | 9.67% | 57.19% |
| 3Y (ann.) | 9.4% | 59.47% |
| 5Y (ann.) | 9.4% | 59.47% |
| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| Max Drawdown | -9.69% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.4% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.69 | 175 |
| 2024-07-01 | 2024-09-17 | -7.59 | 78 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2024-12-13 | 2024-12-14 | -0.18 | 0 |
| 2024-10-16 | 2024-10-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -4.28% | -12.33% |
| Best Month | 7.72% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | 11.91% | 38.02% |
| Worst Year | -2.0% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.69% | 10.49% |
| Avg. Down Week | -2.15% | -3.4% |
| Avg. Up Month | 2.63% | 15.94% |
| Avg. Down Month | -4.07% | -2.09% |
| Win Days % | 49.08% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |