| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 8.99% | 79.62% |
| Max Drawdown | -14.6% | -29.51% |
| Sharpe | 0.26 | 0.65 |
| Sortino | 0.37 | 0.96 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.52 | 1.08 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 33.24 | 3.09 |
| Outlier Loss Ratio | 3.68 | 2.99 |
| Volatility (ann.) | 8.83% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.55 | 2.33 |
| Skew | -1.13 | 0.2 |
| Kurtosis | 37.58 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.62% | 4.27% |
| Expected Yearly % | 4.4% | 34.02% |
| Kelly Criterion | 1.58% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11379998:BTCUSD | 11379998:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.19 | 0.53 | - |
| 2025 | 30.14 | -9.32 | -0.31 | - |
| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -0.2% | 45.08% |
| 6M | -5.74% | 28.47% |
| YTD | -9.32% | 30.14% |
| 1Y | 15.65% | 105.13% |
| 3Y (ann.) | 8.0% | 68.87% |
| 5Y (ann.) | 8.0% | 68.87% |
| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| Max Drawdown | -14.6% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.62 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -14.60 | 188 |
| 2024-07-02 | 2024-09-18 | -7.85 | 78 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 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 | -0.22 | 0 |
| 2024-10-15 | 2024-10-15 | -0.18 | 0 |
| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.35% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -5.76% | -17.69% |
| Best Year | 20.19% | 38.02% |
| Worst Year | -9.32% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 3.12% | 9.3% |
| Avg. Down Week | -2.37% | -2.76% |
| Avg. Up Month | 4.55% | 16.03% |
| Avg. Down Month | -2.43% | -9.89% |
| Win Days % | 50.0% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |