| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 6.52% | 61.52% |
| Max Drawdown | -9.7% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.36 | 0.86 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 0.95 | 0.97 |
| Outlier Win Ratio | 46.53 | 2.91 |
| Outlier Loss Ratio | 3.53 | 2.81 |
| Volatility (ann.) | 7.46% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.65 | 2.02 |
| Skew | 0.43 | 0.21 |
| Kurtosis | 35.71 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.49% | 3.76% |
| Expected Yearly % | 3.21% | 27.09% |
| Kelly Criterion | 0.26% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11383771:BTCUSD | 11383771:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.27 | 0.24 | - |
| 2025 | 17.02 | -2.51 | -0.15 | - |
| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.43% | 31.76% |
| 6M | -1.12% | 12.25% |
| YTD | -2.51% | 17.02% |
| 1Y | 6.52% | 57.19% |
| 3Y (ann.) | 6.34% | 59.47% |
| 5Y (ann.) | 6.34% | 59.47% |
| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| Max Drawdown | -9.7% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.85% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.70 | 175 |
| 2024-07-01 | 2024-09-17 | -6.43 | 77 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-10 | -1.79 | 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 | -0.92 | 1 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771: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 | 7.16% | 37.42% |
| Worst Month | -4.25% | -17.69% |
| Best Year | 9.27% | 38.02% |
| Worst Year | -2.51% | 17.02% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.79% | 10.53% |
| Avg. Down Week | -1.75% | -3.4% |
| Avg. Up Month | 2.96% | 16.4% |
| Avg. Down Month | -4.25% | -2.09% |
| Win Days % | 47.4% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |