| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.06% | 79.62% |
| Max Drawdown | -20.27% | -29.51% |
| Sharpe | 0.71 | 0.65 |
| Sortino | 1.06 | 0.96 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 3.14 | 1.08 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 2.36 | 0.98 |
| Outlier Win Ratio | 38.98 | 3.05 |
| Outlier Loss Ratio | 3.98 | 2.97 |
| Volatility (ann.) | 7.99% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.18 | 2.33 |
| Skew | 0.2 | 0.2 |
| Kurtosis | 34.19 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.73% | 4.27% |
| Expected Yearly % | 12.72% | 34.02% |
| Kelly Criterion | 8.53% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11380841:BTCUSD | 11380841:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 41.23 | 1.08 | + |
| 2025 | 30.14 | -10.03 | -0.33 | - |
| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 11.17% | 45.08% |
| 6M | -10.31% | 28.47% |
| YTD | -10.03% | 30.14% |
| 1Y | 26.21% | 105.13% |
| 3Y (ann.) | 23.89% | 68.87% |
| 5Y (ann.) | 23.89% | 68.87% |
| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| Max Drawdown | -20.27% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -1.9% | -4.58% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 1.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -20.27 | 208 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-10 | -2.71 | 16 |
| 2024-07-13 | 2024-07-25 | -2.21 | 12 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-09-21 | 2024-09-22 | -1.00 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -9.12% | -12.33% |
| Best Month | 16.57% | 37.42% |
| Worst Month | -9.12% | -17.69% |
| Best Year | 41.23% | 38.02% |
| Worst Year | -10.03% | 30.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 4.77% | 8.35% |
| Avg. Down Week | -2.72% | -4.49% |
| Avg. Up Month | 5.19% | 12.66% |
| Avg. Down Month | -4.14% | -9.04% |
| Win Days % | 50.81% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 53.57% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |