| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.78% | 79.62% |
| Max Drawdown | -15.12% | -29.51% |
| Sharpe | 0.68 | 0.65 |
| Sortino | 1.03 | 0.96 |
| Payoff Ratio | 1.05 | 0.98 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 2.61 | 1.08 |
| CPC Index | 0.76 | 0.56 |
| Tail Ratio | 1.97 | 0.98 |
| Outlier Win Ratio | 46.57 | 2.95 |
| Outlier Loss Ratio | 3.95 | 2.84 |
| Volatility (ann.) | 6.78% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.28 | 2.33 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 36.61 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.42% | 4.27% |
| Expected Yearly % | 10.35% | 34.02% |
| Kelly Criterion | 10.64% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11380785:BTCUSD | 11380785:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.05 | 0.66 | - |
| 2025 | 30.14 | -2.61 | -0.09 | - |
| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| MTD | 2.56% | 13.36% |
| 3M | 12.11% | 45.08% |
| 6M | -2.67% | 28.47% |
| YTD | -2.61% | 30.14% |
| 1Y | 21.89% | 105.13% |
| 3Y (ann.) | 19.28% | 68.87% |
| 5Y (ann.) | 19.28% | 68.87% |
| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| Max Drawdown | -15.12% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.58% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-07-14 | -15.12 | 182 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-25 | 2024-10-24 | -3.50 | 29 |
| 2024-08-22 | 2024-09-24 | -1.92 | 33 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-12 | 2024-07-24 | -1.00 | 12 |
| 2024-11-22 | 2024-12-15 | -0.86 | 22 |
| 2024-11-09 | 2024-11-18 | -0.78 | 9 |
| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.24% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 9.35% | 37.42% |
| Worst Month | -7.74% | -17.69% |
| Best Year | 25.05% | 38.02% |
| Worst Year | -2.61% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 2.94% | 5.83% |
| Avg. Down Week | -3.68% | -5.73% |
| Avg. Up Month | 4.62% | 15.0% |
| Avg. Down Month | -3.96% | -12.52% |
| Win Days % | 54.19% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |