| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -9.86% | 79.62% |
| Max Drawdown | -28.29% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 0.98 | 0.97 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 28.64 | 3.15 |
| Outlier Loss Ratio | 3.82 | 3.43 |
| Volatility (ann.) | 9.99% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.31 | 2.33 |
| Skew | -0.89 | 0.2 |
| Kurtosis | 20.95 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.74% | 4.27% |
| Expected Yearly % | -5.06% | 34.02% |
| Kelly Criterion | -5.96% | 2.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11371221:BTCUSD | 11371221:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.61 | 0.36 | - |
| 2025 | 30.14 | -20.66 | -0.69 | - |
| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -1.09% | 45.08% |
| 6M | -17.39% | 28.47% |
| YTD | -20.66% | 30.14% |
| 1Y | 1.23% | 105.13% |
| 3Y (ann.) | -8.87% | 68.87% |
| 5Y (ann.) | -8.87% | 68.87% |
| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| Max Drawdown | -28.29% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.35 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -28.29 | 208 |
| 2024-06-07 | 2024-10-18 | -19.76 | 133 |
| 2024-10-18 | 2024-11-06 | -1.29 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -11.67% | -12.33% |
| Best Month | 13.33% | 37.42% |
| Worst Month | -15.58% | -17.69% |
| Best Year | 13.61% | 38.02% |
| Worst Year | -20.66% | 30.14% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.88% | 6.54% |
| Avg. Down Week | -3.29% | -2.71% |
| Avg. Up Month | 6.34% | 15.71% |
| Avg. Down Month | -5.02% | -7.82% |
| Win Days % | 47.54% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |