| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.6% | 79.62% |
| Max Drawdown | -12.1% | -29.51% |
| Sharpe | 0.39 | 0.65 |
| Sortino | 0.59 | 0.96 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 0.71 | 0.98 |
| Outlier Win Ratio | 48.37 | 2.98 |
| Outlier Loss Ratio | 3.57 | 2.8 |
| Volatility (ann.) | 7.53% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.93 | 2.33 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 51.46 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.85% | 4.27% |
| Expected Yearly % | 6.11% | 34.02% |
| Kelly Criterion | 3.37% | 11.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11383833:BTCUSD | 11383833:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.75 | 0.31 | - |
| 2025 | 30.14 | 0.76 | 0.03 | - |
| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 3.16% | 45.08% |
| 6M | 6.48% | 28.47% |
| YTD | 0.76% | 30.14% |
| 1Y | 20.05% | 105.13% |
| 3Y (ann.) | 11.2% | 68.87% |
| 5Y (ann.) | 11.2% | 68.87% |
| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| Max Drawdown | -12.1% | -29.51% |
| Longest DD Days | 244.0 | 144.0 |
| Avg. Drawdown | -4.63% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 1.04 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-14 | -12.10 | 244 |
| 2024-07-04 | 2024-09-19 | -8.10 | 76 |
| 2024-09-19 | 2024-10-18 | -1.58 | 28 |
| 2024-10-18 | 2024-11-10 | -1.34 | 22 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -6.21% | -12.33% |
| Best Month | 15.32% | 37.42% |
| Worst Month | -6.21% | -17.69% |
| Best Year | 11.75% | 38.02% |
| Worst Year | 0.76% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 4.85% | 9.57% |
| Avg. Down Week | -3.49% | -3.71% |
| Avg. Up Month | 4.43% | 15.71% |
| Avg. Down Month | -4.77% | -3.23% |
| Win Days % | 47.72% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 42.11% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |