| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 20.33% | 75.42% |
| Max Drawdown | -12.29% | -29.51% |
| Sharpe | 0.6 | 0.63 |
| Sortino | 0.88 | 0.92 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 2.38 | 1.06 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.83 | 0.96 |
| Outlier Win Ratio | 48.02 | 3.1 |
| Outlier Loss Ratio | 3.87 | 2.85 |
| Volatility (ann.) | 7.26% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.45 | 2.19 |
| Skew | -0.37 | 0.2 |
| Kurtosis | 45.26 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 4.1% |
| Expected Yearly % | 9.7% | 32.45% |
| Kelly Criterion | 7.22% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11383435:BTCUSD | 11383435:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.20 | 0.24 | - |
| 2025 | 27.10 | 10.19 | 0.38 | - |
| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| MTD | 5.73% | 10.71% |
| 3M | 5.4% | 41.88% |
| 6M | 5.38% | 22.91% |
| YTD | 10.19% | 27.1% |
| 1Y | 18.13% | 82.29% |
| 3Y (ann.) | 17.86% | 64.73% |
| 5Y (ann.) | 17.86% | 64.73% |
| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| Max Drawdown | -12.29% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -1.69% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.65 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-17 | -12.29 | 236 |
| 2024-07-01 | 2024-07-14 | -4.51 | 12 |
| 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 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-09-28 | 2024-10-26 | -0.57 | 27 |
| 2024-08-25 | 2024-09-24 | -0.44 | 30 |
| Metric | 11383435:btcusd:triple_med_gx:lsma105_75 | 11383435:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -8.57% | -12.33% |
| Best Month | 9.4% | 37.42% |
| Worst Month | -7.81% | -17.69% |
| Best Year | 10.19% | 38.02% |
| Worst Year | 9.2% | 27.1% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.83% | 5.74% |
| Avg. Down Week | -2.33% | -5.77% |
| Avg. Up Month | 3.65% | 13.05% |
| Avg. Down Month | -5.0% | -7.67% |
| Win Days % | 52.04% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 55.17% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |