| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 4.54% | 79.62% |
| Max Drawdown | -16.54% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.23 | 0.96 |
| Payoff Ratio | 1.01 | 0.9 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.8 | 1.08 |
| CPC Index | 0.54 | 0.52 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 42.3 | 3.04 |
| Outlier Loss Ratio | 3.73 | 3.01 |
| Volatility (ann.) | 7.91% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.25 | 2.33 |
| Skew | -1.46 | 0.2 |
| Kurtosis | 54.82 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.32% | 4.27% |
| Expected Yearly % | 2.25% | 34.02% |
| Kelly Criterion | 0.18% | -1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11378317:BTCUSD | 11378317:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.54 | 0.22 | - |
| 2025 | 30.14 | -3.68 | -0.12 | - |
| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 8.93% | 45.08% |
| 6M | -3.25% | 28.47% |
| YTD | -3.68% | 30.14% |
| 1Y | 3.63% | 105.13% |
| 3Y (ann.) | 4.05% | 68.87% |
| 5Y (ann.) | 4.05% | 68.87% |
| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| Max Drawdown | -16.54% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-19 | 2025-07-14 | -16.54 | 236 |
| 2024-09-28 | 2024-11-19 | -6.21 | 52 |
| 2024-07-22 | 2024-08-16 | -6.01 | 25 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 8.66% | 37.42% |
| Worst Month | -4.63% | -17.69% |
| Best Year | 8.54% | 38.02% |
| Worst Year | -3.68% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.72% | -0.83% |
| Avg. Up Week | 2.67% | 4.75% |
| Avg. Down Week | -2.85% | -4.42% |
| Avg. Up Month | 3.26% | 12.96% |
| Avg. Down Month | -2.79% | -7.67% |
| Win Days % | 49.81% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |