| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.87% | 79.62% |
| Max Drawdown | -7.73% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.44 | 0.96 |
| Payoff Ratio | 1.05 | 0.93 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.61 | 0.54 |
| Tail Ratio | 0.67 | 0.98 |
| Outlier Win Ratio | 54.31 | 2.89 |
| Outlier Loss Ratio | 3.79 | 2.79 |
| Volatility (ann.) | 6.42% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.91 | 2.33 |
| Skew | 0.94 | 0.2 |
| Kurtosis | 42.48 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.54% | 4.27% |
| Expected Yearly % | 3.86% | 34.02% |
| Kelly Criterion | 4.11% | 0.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11380564:BTCUSD | 11380564:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.60 | 0.02 | - |
| 2025 | 30.14 | 7.22 | 0.24 | - |
| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| MTD | 2.53% | 13.36% |
| 3M | 10.26% | 45.08% |
| 6M | 6.93% | 28.47% |
| YTD | 7.22% | 30.14% |
| 1Y | 7.87% | 105.13% |
| 3Y (ann.) | 7.01% | 68.87% |
| 5Y (ann.) | 7.01% | 68.87% |
| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| Max Drawdown | -7.73% | -29.51% |
| Longest DD Days | 87.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-22 | -7.73 | 87 |
| 2024-07-22 | 2024-09-27 | -5.90 | 67 |
| 2025-04-29 | 2025-07-02 | -3.51 | 63 |
| 2024-09-28 | 2024-11-19 | -3.30 | 52 |
| 2024-11-23 | 2025-01-23 | -2.61 | 61 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-29 | 2025-04-29 | -0.77 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.25% | -9.32% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 9.08% | 37.42% |
| Worst Month | -3.98% | -17.69% |
| Best Year | 7.22% | 38.02% |
| Worst Year | 0.6% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.65% | -0.75% |
| Avg. Up Week | 3.39% | 6.31% |
| Avg. Down Week | -1.96% | -4.45% |
| Avg. Up Month | 4.47% | 18.06% |
| Avg. Down Month | -0.92% | -2.66% |
| Win Days % | 50.98% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |