| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -5.9% | 79.62% |
| Max Drawdown | -25.07% | -29.51% |
| Sharpe | -0.11 | 0.65 |
| Sortino | -0.15 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.1 | 1.08 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 35.97 | 3.12 |
| Outlier Loss Ratio | 3.63 | 3.03 |
| Volatility (ann.) | 8.81% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.21 | 2.33 |
| Skew | -1.21 | 0.2 |
| Kurtosis | 37.72 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.43% | 4.27% |
| Expected Yearly % | -3.0% | 34.02% |
| Kelly Criterion | -4.34% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11377698:BTCUSD | 11377698:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.32 | 0.48 | - |
| 2025 | 30.14 | -20.48 | -0.68 | - |
| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -5.29% | 45.08% |
| 6M | -17.29% | 28.47% |
| YTD | -20.48% | 30.14% |
| 1Y | -1.79% | 105.13% |
| 3Y (ann.) | -5.3% | 68.87% |
| 5Y (ann.) | -5.3% | 68.87% |
| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| Max Drawdown | -25.07% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.07 | 188 |
| 2024-07-01 | 2024-09-19 | -9.56 | 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 | -0.18 | 0 |
| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 11.07% | 37.42% |
| Worst Month | -10.85% | -17.69% |
| Best Year | 18.32% | 38.02% |
| Worst Year | -20.48% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 3.1% | 8.56% |
| Avg. Down Week | -3.01% | -2.96% |
| Avg. Up Month | 5.06% | 17.25% |
| Avg. Down Month | -6.45% | -9.89% |
| Win Days % | 47.92% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |