| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 9.09% | 79.62% |
| Max Drawdown | -13.0% | -29.51% |
| Sharpe | 0.27 | 0.65 |
| Sortino | 0.38 | 0.96 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 36.07 | 3.12 |
| Outlier Loss Ratio | 3.6 | 3.02 |
| Volatility (ann.) | 8.79% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.62 | 2.33 |
| Skew | 0.02 | 0.2 |
| Kurtosis | 32.92 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.62% | 4.27% |
| Expected Yearly % | 4.45% | 34.02% |
| Kelly Criterion | 1.47% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11380042:BTCUSD | 11380042:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.77 | 0.44 | - |
| 2025 | 30.14 | -6.58 | -0.22 | - |
| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | -6.4% | 45.08% |
| 6M | -2.5% | 28.47% |
| YTD | -6.58% | 30.14% |
| 1Y | 17.75% | 105.13% |
| 3Y (ann.) | 8.1% | 68.87% |
| 5Y (ann.) | 8.1% | 68.87% |
| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| Max Drawdown | -13.0% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -13.00 | 208 |
| 2024-07-03 | 2024-09-19 | -10.38 | 78 |
| 2024-09-19 | 2024-10-18 | -1.91 | 28 |
| 2024-11-12 | 2024-12-16 | -1.37 | 34 |
| 2024-10-18 | 2024-11-10 | -1.11 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -7.36% | -12.33% |
| Best Month | 16.12% | 37.42% |
| Worst Month | -7.36% | -17.69% |
| Best Year | 16.77% | 38.02% |
| Worst Year | -6.58% | 30.14% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.96% | 9.21% |
| Avg. Down Week | -2.87% | -3.71% |
| Avg. Up Month | 5.71% | 17.25% |
| Avg. Down Month | -2.33% | -3.23% |
| Win Days % | 49.11% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 43.48% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |