| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -1.42% | 79.62% |
| Max Drawdown | -27.76% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.02 | 0.96 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 27.81 | 3.22 |
| Outlier Loss Ratio | 3.71 | 3.18 |
| Volatility (ann.) | 9.93% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.05 | 2.33 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 19.67 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.1% | 4.27% |
| Expected Yearly % | -0.71% | 34.02% |
| Kelly Criterion | -2.52% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371960:BTCUSD | 11371960:btcusd:triple_med_gx:lsma105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.72 | 0.70 | - |
| 2025 | 30.14 | -22.20 | -0.74 | - |
| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.97% | 45.08% |
| 6M | -18.25% | 28.47% |
| YTD | -22.2% | 30.14% |
| 1Y | 1.58% | 105.13% |
| 3Y (ann.) | -1.27% | 68.87% |
| 5Y (ann.) | -1.27% | 68.87% |
| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| Max Drawdown | -27.76% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.76 | 188 |
| 2024-06-07 | 2024-09-12 | -8.23 | 96 |
| 2024-12-17 | 2025-01-06 | -4.26 | 19 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-11-08 | -2.27 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 9.87% | 37.42% |
| Worst Month | -15.94% | -17.69% |
| Best Year | 26.72% | 38.02% |
| Worst Year | -22.2% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 2.44% | 7.79% |
| Avg. Down Week | -2.57% | -2.17% |
| Avg. Up Month | 5.41% | 16.63% |
| Avg. Down Month | -5.79% | -9.04% |
| Win Days % | 47.89% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |