| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -1.56% | 79.62% |
| Max Drawdown | -17.58% | -29.51% |
| Sharpe | 0.01 | 0.65 |
| Sortino | 0.01 | 0.96 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.4 | 1.08 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 35.53 | 3.08 |
| Outlier Loss Ratio | 3.51 | 3.08 |
| Volatility (ann.) | 9.0% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.08 | 2.33 |
| Skew | -1.71 | 0.2 |
| Kurtosis | 39.55 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.11% | 4.27% |
| Expected Yearly % | -0.78% | 34.02% |
| Kelly Criterion | -2.24% | 2.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11380019:BTCUSD | 11380019:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.94 | 0.21 | - |
| 2025 | 30.14 | -8.80 | -0.29 | - |
| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.09% | 45.08% |
| 6M | -5.18% | 28.47% |
| YTD | -8.8% | 30.14% |
| 1Y | 5.62% | 105.13% |
| 3Y (ann.) | -1.4% | 68.87% |
| 5Y (ann.) | -1.4% | 68.87% |
| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.26% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -17.58 | 208 |
| 2024-07-02 | 2024-09-19 | -9.10 | 79 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-11-10 | -1.33 | 22 |
| 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 |
| 2024-10-15 | 2024-10-15 | -0.18 | 0 |
| 2024-12-15 | 2024-12-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -6.55% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -6.8% | -17.69% |
| Best Year | 7.94% | 38.02% |
| Worst Year | -8.8% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.19% | 7.09% |
| Avg. Down Week | -2.57% | -2.98% |
| Avg. Up Month | 4.35% | 16.03% |
| Avg. Down Month | -3.2% | -7.67% |
| Win Days % | 48.81% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |