| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 2.09% | 79.62% |
| Max Drawdown | -27.97% | -29.51% |
| Sharpe | 0.1 | 0.65 |
| Sortino | 0.14 | 0.96 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 26.7 | 3.19 |
| Outlier Loss Ratio | 3.81 | 3.21 |
| Volatility (ann.) | 10.03% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.07 | 2.33 |
| Skew | -0.42 | 0.2 |
| Kurtosis | 20.79 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.15% | 4.27% |
| Expected Yearly % | 1.04% | 34.02% |
| Kelly Criterion | -1.33% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11370440:BTCUSD | 11370440:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.12 | 0.90 | - |
| 2025 | 30.14 | -23.89 | -0.79 | - |
| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| MTD | -2.0% | 13.36% |
| 3M | -7.55% | 45.08% |
| 6M | -22.33% | 28.47% |
| YTD | -23.89% | 30.14% |
| 1Y | 0.02% | 105.13% |
| 3Y (ann.) | 1.86% | 68.87% |
| 5Y (ann.) | 1.86% | 68.87% |
| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| Max Drawdown | -27.97% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.58% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 0.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.97 | 188 |
| 2024-07-01 | 2024-08-20 | -7.05 | 49 |
| 2024-12-05 | 2024-12-16 | -4.65 | 10 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-08-20 | 2024-09-10 | -3.50 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.36% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 7.98% | 37.42% |
| Worst Month | -18.06% | -17.69% |
| Best Year | 34.12% | 38.02% |
| Worst Year | -23.89% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.91% | 7.89% |
| Avg. Down Week | -2.21% | -4.62% |
| Avg. Up Month | 7.56% | 17.44% |
| Avg. Down Month | -10.42% | -9.89% |
| Win Days % | 48.21% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |