| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -10.04% | 79.62% |
| Max Drawdown | -30.66% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 1.01 | 1.02 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.91 | 1.08 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 34.12 | 3.14 |
| Outlier Loss Ratio | 3.55 | 3.08 |
| Volatility (ann.) | 9.35% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.29 | 2.33 |
| Skew | -0.84 | 0.2 |
| Kurtosis | 35.46 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.75% | 4.27% |
| Expected Yearly % | -5.15% | 34.02% |
| Kelly Criterion | -6.33% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11374610:BTCUSD | 11374610:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.23 | 0.58 | - |
| 2025 | 30.14 | -26.40 | -0.88 | - |
| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -2.46% | 45.08% |
| 6M | -23.46% | 28.47% |
| YTD | -26.4% | 30.14% |
| 1Y | -3.1% | 105.13% |
| 3Y (ann.) | -9.03% | 68.87% |
| 5Y (ann.) | -9.03% | 68.87% |
| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| Max Drawdown | -30.66% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | -0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.66 | 188 |
| 2024-07-01 | 2024-09-18 | -10.28 | 79 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-14 | 2024-10-15 | -1.29 | 0 |
| 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 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-08 | 2024-11-08 | -0.22 | 0 |
| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -19.02% | -17.69% |
| Best Year | 22.23% | 38.02% |
| Worst Year | -26.4% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 2.84% | 9.59% |
| Avg. Down Week | -3.56% | -2.91% |
| Avg. Up Month | 4.88% | 16.63% |
| Avg. Down Month | -10.53% | -9.89% |
| Win Days % | 46.56% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |