| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.29% | 75.42% |
| Max Drawdown | -21.89% | -29.51% |
| Sharpe | 0.2 | 0.63 |
| Sortino | 0.28 | 0.92 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 2.47 | 1.06 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 2.29 | 0.96 |
| Outlier Win Ratio | 37.9 | 3.15 |
| Outlier Loss Ratio | 3.73 | 3.11 |
| Volatility (ann.) | 8.58% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.25 | 2.19 |
| Skew | -0.99 | 0.2 |
| Kurtosis | 32.63 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 4.1% |
| Expected Yearly % | 3.1% | 32.45% |
| Kelly Criterion | -2.5% | 0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11380953:BTCUSD | 11380953:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.90 | 0.23 | - |
| 2025 | 27.10 | -2.39 | -0.09 | - |
| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| MTD | 3.12% | 10.71% |
| 3M | 2.26% | 41.88% |
| 6M | -3.96% | 22.91% |
| YTD | -2.39% | 27.1% |
| 1Y | 1.13% | 82.29% |
| 3Y (ann.) | 5.57% | 64.73% |
| 5Y (ann.) | 5.57% | 64.73% |
| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| Max Drawdown | -21.89% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.71% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.29 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-17 | -21.89 | 236 |
| 2024-06-13 | 2024-07-14 | -4.48 | 30 |
| 2024-09-28 | 2024-11-20 | -2.57 | 53 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-27 | 2024-08-21 | -1.67 | 24 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-09-22 | -0.59 | 29 |
| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -12.7% | -12.33% |
| Best Month | 9.74% | 37.42% |
| Worst Month | -11.98% | -17.69% |
| Best Year | 8.9% | 38.02% |
| Worst Year | -2.39% | 27.1% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.45% | 7.45% |
| Avg. Down Week | -2.84% | -5.14% |
| Avg. Up Month | 4.56% | 13.73% |
| Avg. Down Month | -5.47% | -7.59% |
| Win Days % | 49.47% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |