| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 25.06% | 79.62% |
| Max Drawdown | -16.26% | -29.51% |
| Sharpe | 0.67 | 0.65 |
| Sortino | 1.0 | 0.96 |
| Payoff Ratio | 0.93 | 0.88 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 2.56 | 1.08 |
| CPC Index | 0.64 | 0.5 |
| Tail Ratio | 2.04 | 0.98 |
| Outlier Win Ratio | 34.01 | 3.08 |
| Outlier Loss Ratio | 4.14 | 3.07 |
| Volatility (ann.) | 7.87% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.36 | 2.33 |
| Skew | 0.3 | 0.2 |
| Kurtosis | 22.84 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.61% | 4.27% |
| Expected Yearly % | 11.83% | 34.02% |
| Kelly Criterion | 6.57% | -2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11377406:BTCUSD | 11377406:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.86 | 0.52 | - |
| 2025 | 30.14 | 4.34 | 0.14 | - |
| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| MTD | 0.52% | 13.36% |
| 3M | 10.42% | 45.08% |
| 6M | 4.4% | 28.47% |
| YTD | 4.34% | 30.14% |
| 1Y | 29.54% | 105.13% |
| 3Y (ann.) | 22.15% | 68.87% |
| 5Y (ann.) | 22.15% | 68.87% |
| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| Max Drawdown | -16.26% | -29.51% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-22 | -16.26 | 107 |
| 2024-06-10 | 2024-08-18 | -7.39 | 68 |
| 2025-06-16 | 2025-07-14 | -4.53 | 27 |
| 2024-08-20 | 2024-10-14 | -4.33 | 55 |
| 2024-10-22 | 2024-10-24 | -2.84 | 2 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-09 | 2024-11-19 | -1.88 | 10 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-04-30 | 2025-05-01 | -1.16 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -7.56% | -12.33% |
| Best Month | 9.73% | 37.42% |
| Worst Month | -7.78% | -17.69% |
| Best Year | 19.86% | 38.02% |
| Worst Year | 4.34% | 30.14% |
| Avg. Up Day | 0.64% | 0.67% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.01% | 5.81% |
| Avg. Down Week | -2.48% | -4.85% |
| Avg. Up Month | 4.38% | 13.91% |
| Avg. Down Month | -6.2% | -12.52% |
| Win Days % | 54.88% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |