| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 11.47% | 79.62% |
| Max Drawdown | -18.84% | -29.51% |
| Sharpe | 0.33 | 0.65 |
| Sortino | 0.46 | 0.96 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 2.2 | 1.08 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 1.96 | 0.98 |
| Outlier Win Ratio | 34.69 | 3.08 |
| Outlier Loss Ratio | 4.04 | 3.06 |
| Volatility (ann.) | 8.59% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.54 | 2.33 |
| Skew | -0.53 | 0.2 |
| Kurtosis | 28.7 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.78% | 4.27% |
| Expected Yearly % | 5.58% | 34.02% |
| Kelly Criterion | 0.82% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11379722:BTCUSD | 11379722:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.97 | 0.45 | - |
| 2025 | 30.14 | -4.70 | -0.16 | - |
| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| MTD | 0.25% | 13.36% |
| 3M | 8.53% | 45.08% |
| 6M | -2.54% | 28.47% |
| YTD | -4.7% | 30.14% |
| 1Y | 11.22% | 105.13% |
| 3Y (ann.) | 10.2% | 68.87% |
| 5Y (ann.) | 10.2% | 68.87% |
| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| Max Drawdown | -18.84% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.61 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.84 | 208 |
| 2024-08-22 | 2024-11-10 | -6.20 | 79 |
| 2024-06-12 | 2024-07-25 | -4.41 | 43 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-27 | 2024-08-20 | -2.02 | 23 |
| 2024-11-23 | 2024-12-13 | -1.26 | 20 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 15.44% | 37.42% |
| Worst Month | -5.92% | -17.69% |
| Best Year | 16.97% | 38.02% |
| Worst Year | -4.7% | 30.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 2.82% | 7.29% |
| Avg. Down Week | -2.36% | -5.04% |
| Avg. Up Month | 4.35% | 12.66% |
| Avg. Down Month | -4.64% | -7.67% |
| Win Days % | 46.8% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 52.94% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |