| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 11.0% | 79.62% |
| Max Drawdown | -14.28% | -29.51% |
| Sharpe | 0.38 | 0.65 |
| Sortino | 0.55 | 0.96 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.83 | 1.08 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.57 | 0.98 |
| Outlier Win Ratio | 46.31 | 2.86 |
| Outlier Loss Ratio | 4.02 | 2.83 |
| Volatility (ann.) | 6.72% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.69 | 2.33 |
| Skew | -0.13 | 0.2 |
| Kurtosis | 34.64 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.75% | 4.27% |
| Expected Yearly % | 5.36% | 34.02% |
| Kelly Criterion | 0.31% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11379554:BTCUSD | 11379554:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.29 | 0.38 | - |
| 2025 | 30.14 | -2.88 | -0.10 | - |
| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| MTD | -0.77% | 13.36% |
| 3M | 8.64% | 45.08% |
| 6M | -2.93% | 28.47% |
| YTD | -2.88% | 30.14% |
| 1Y | 12.48% | 105.13% |
| 3Y (ann.) | 9.78% | 68.87% |
| 5Y (ann.) | 9.78% | 68.87% |
| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| Max Drawdown | -14.28% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -2.26% | -4.58% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.77 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -14.28 | 170 |
| 2024-06-11 | 2024-07-26 | -5.34 | 45 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-23 | 2024-10-24 | -3.36 | 31 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-08-22 | 2024-09-21 | -2.28 | 30 |
| 2024-12-16 | 2025-01-24 | -2.06 | 39 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.01% | 18.93% |
| Worst Week | -10.16% | -12.33% |
| Best Month | 8.63% | 37.42% |
| Worst Month | -8.63% | -17.69% |
| Best Year | 14.29% | 38.02% |
| Worst Year | -2.88% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.44% | 5.68% |
| Avg. Down Week | -2.13% | -5.51% |
| Avg. Up Month | 3.44% | 14.0% |
| Avg. Down Month | -4.55% | -12.52% |
| Win Days % | 50.21% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |