| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.52% | 61.52% |
| Max Drawdown | -16.7% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.6 | 0.86 |
| Payoff Ratio | 0.91 | 0.87 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.59 | 0.5 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 56.53 | 2.72 |
| Outlier Loss Ratio | 3.57 | 2.76 |
| Volatility (ann.) | 6.43% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.61 | 2.02 |
| Skew | 0.37 | 0.21 |
| Kurtosis | 49.03 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.77% | 3.76% |
| Expected Yearly % | 5.13% | 27.09% |
| Kelly Criterion | 1.81% | -3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11383269:BTCUSD | 11383269:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.18 | 0.79 | - |
| 2025 | 17.02 | -15.10 | -0.89 | - |
| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.37% | 31.76% |
| 6M | -10.43% | 12.25% |
| YTD | -15.1% | 17.02% |
| 1Y | 10.52% | 57.19% |
| 3Y (ann.) | 10.23% | 59.47% |
| 5Y (ann.) | 10.23% | 59.47% |
| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| Max Drawdown | -16.7% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -1.85% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 0.63 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -16.70 | 149 |
| 2024-07-24 | 2024-07-26 | -3.95 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-25 | 2024-11-20 | -1.26 | 26 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-22 | 2024-12-15 | -0.74 | 22 |
| 2025-01-11 | 2025-01-12 | -0.70 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -7.88% | -12.33% |
| Best Month | 7.16% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 30.18% | 38.02% |
| Worst Year | -15.1% | 17.02% |
| Avg. Up Day | 0.72% | 0.76% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.37% | 6.83% |
| Avg. Down Week | -3.54% | -7.01% |
| Avg. Up Month | 2.92% | 13.97% |
| Avg. Down Month | -3.15% | -9.04% |
| Win Days % | 53.16% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 56.52% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |