| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 22.24% | 79.62% |
| Max Drawdown | -16.85% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.83 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 2.97 | 1.08 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 2.39 | 0.98 |
| Outlier Win Ratio | 35.63 | 3.08 |
| Outlier Loss Ratio | 3.97 | 3.05 |
| Volatility (ann.) | 8.57% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.17 | 2.33 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 47.9 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.44% | 4.27% |
| Expected Yearly % | 10.56% | 34.02% |
| Kelly Criterion | 3.5% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11377349:BTCUSD | 11377349:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.22 | 0.61 | - |
| 2025 | 30.14 | -0.79 | -0.03 | - |
| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 9.16% | 45.08% |
| 6M | -2.1% | 28.47% |
| YTD | -0.79% | 30.14% |
| 1Y | 26.18% | 105.13% |
| 3Y (ann.) | 19.68% | 68.87% |
| 5Y (ann.) | 19.68% | 68.87% |
| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| Max Drawdown | -16.85% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.32 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -16.85 | 170 |
| 2024-06-10 | 2024-08-20 | -8.27 | 70 |
| 2024-10-15 | 2024-11-19 | -4.97 | 35 |
| 2024-08-20 | 2024-09-18 | -3.85 | 29 |
| 2024-09-20 | 2024-10-14 | -2.06 | 24 |
| 2025-01-10 | 2025-01-23 | -1.96 | 12 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-01-03 | 2025-01-10 | -0.82 | 6 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -9.25% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -6.97% | -17.69% |
| Best Year | 23.22% | 38.02% |
| Worst Year | -0.79% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.24% | 6.17% |
| Avg. Down Week | -2.62% | -4.88% |
| Avg. Up Month | 4.47% | 14.0% |
| Avg. Down Month | -4.14% | -9.04% |
| Win Days % | 51.06% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.22% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |