| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 10.78% | 75.42% |
| Max Drawdown | -28.35% | -29.51% |
| Sharpe | 0.22 | 0.63 |
| Sortino | 0.31 | 0.92 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 13.31 | 3.87 |
| Outlier Loss Ratio | 3.93 | 3.77 |
| Volatility (ann.) | 16.28% | 24.55% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.34 | 2.19 |
| Skew | -0.39 | 0.2 |
| Kurtosis | 21.75 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 4.1% |
| Expected Yearly % | 5.25% | 32.45% |
| Kelly Criterion | 0.87% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.07% |
| Expected Shortfall (cVaR) | -1.39% | -2.07% |
| Year | 11397265:BTCUSD | 11397265:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.55 | 0.28 | - |
| 2025 | 27.10 | 0.21 | 0.01 | - |
| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| MTD | 0.08% | 10.71% |
| 3M | 11.15% | 41.88% |
| 6M | -2.13% | 22.91% |
| YTD | 0.21% | 27.1% |
| 1Y | 27.16% | 82.29% |
| 3Y (ann.) | 9.52% | 64.73% |
| 5Y (ann.) | 9.52% | 64.73% |
| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| Max Drawdown | -28.35% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.19% | -4.71% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.38 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-07 | -28.35 | 153 |
| 2024-12-17 | 2025-07-17 | -25.36 | 211 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-30 | 2024-12-01 | -0.28 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 10.0% | 37.42% |
| Worst Month | -12.87% | -17.69% |
| Best Year | 10.55% | 38.02% |
| Worst Year | 0.21% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.63% | 5.71% |
| Avg. Down Week | -2.6% | -3.35% |
| Avg. Up Month | 5.38% | 12.96% |
| Avg. Down Month | -6.92% | -8.96% |
| Win Days % | 49.32% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |