| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 7.92% | 61.52% |
| Max Drawdown | -11.79% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.68 | 0.68 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 61.63 | 2.76 |
| Outlier Loss Ratio | 3.85 | 2.76 |
| Volatility (ann.) | 6.13% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.65 | 2.02 |
| Skew | 2.39 | 0.21 |
| Kurtosis | 46.18 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.89% | 27.09% |
| Kelly Criterion | 2.02% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11386528:BTCUSD | 11386528:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.49 | 0.46 | - |
| 2025 | 17.02 | -8.14 | -0.48 | - |
| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.44% | 31.76% |
| 6M | -8.3% | 12.25% |
| YTD | -8.14% | 17.02% |
| 1Y | 7.92% | 57.19% |
| 3Y (ann.) | 7.7% | 59.47% |
| 5Y (ann.) | 7.7% | 59.47% |
| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| Max Drawdown | -11.79% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.51% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.79 | 175 |
| 2024-07-02 | 2024-09-17 | -8.35 | 77 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-10-17 | 2024-10-18 | -0.18 | 0 |
| 2024-11-09 | 2024-11-09 | -0.18 | 0 |
| 2024-12-15 | 2024-12-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 10.7% | 18.93% |
| Worst Week | -3.61% | -12.33% |
| Best Month | 10.7% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | 17.49% | 38.02% |
| Worst Year | -8.14% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 3.23% | 9.24% |
| Avg. Down Week | -1.64% | -3.23% |
| Avg. Up Month | 5.6% | 17.44% |
| Avg. Down Month | -3.04% | -2.66% |
| Win Days % | 44.6% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |