| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 1.52% | 79.62% |
| Max Drawdown | -22.84% | -29.51% |
| Sharpe | 0.08 | 0.65 |
| Sortino | 0.11 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 33.69 | 3.2 |
| Outlier Loss Ratio | 3.64 | 3.07 |
| Volatility (ann.) | 9.25% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.06 | 2.33 |
| Skew | -1.23 | 0.2 |
| Kurtosis | 34.57 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.11% | 4.27% |
| Expected Yearly % | 0.76% | 34.02% |
| Kelly Criterion | -1.78% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11378788:BTCUSD | 11378788:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.87 | 0.63 | - |
| 2025 | 30.14 | -18.05 | -0.60 | - |
| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -0.91% | 45.08% |
| 6M | -12.78% | 28.47% |
| YTD | -18.05% | 30.14% |
| 1Y | -1.29% | 105.13% |
| 3Y (ann.) | 1.36% | 68.87% |
| 5Y (ann.) | 1.36% | 68.87% |
| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| Max Drawdown | -22.84% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.58% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 0.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -22.84 | 188 |
| 2024-08-14 | 2024-08-20 | -6.19 | 5 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-08-20 | 2024-09-13 | -3.50 | 24 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| 2024-07-01 | 2024-07-08 | -1.43 | 6 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.83% | 18.93% |
| Worst Week | -5.86% | -12.33% |
| Best Month | 5.64% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 23.87% | 38.02% |
| Worst Year | -18.05% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.02% | 7.07% |
| Avg. Down Week | -2.6% | -4.09% |
| Avg. Up Month | 2.73% | 13.91% |
| Avg. Down Month | -4.83% | -9.89% |
| Win Days % | 49.07% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |