| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 16.11% | 61.52% |
| Max Drawdown | -16.57% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.74 | 0.86 |
| Payoff Ratio | 1.14 | 1.02 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.53 | 0.97 |
| Outlier Win Ratio | 38.79 | 3.17 |
| Outlier Loss Ratio | 3.79 | 2.89 |
| Volatility (ann.) | 8.2% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.94 | 2.02 |
| Skew | 0.64 | 0.21 |
| Kurtosis | 26.57 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.16% | 3.76% |
| Expected Yearly % | 7.75% | 27.09% |
| Kelly Criterion | 5.35% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11381179:BTCUSD | 11381179:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.13 | 0.66 | - |
| 2025 | 17.02 | -7.21 | -0.42 | - |
| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.04% | 31.76% |
| 6M | -2.27% | 12.25% |
| YTD | -7.21% | 17.02% |
| 1Y | 16.11% | 57.19% |
| 3Y (ann.) | 15.65% | 59.47% |
| 5Y (ann.) | 15.65% | 59.47% |
| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| Max Drawdown | -16.57% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.35% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -16.57 | 155 |
| 2024-07-01 | 2024-08-20 | -4.74 | 49 |
| 2024-08-20 | 2024-09-15 | -3.50 | 25 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.92 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.91% | 18.93% |
| Worst Week | -5.99% | -12.33% |
| Best Month | 7.17% | 37.42% |
| Worst Month | -9.57% | -17.69% |
| Best Year | 25.13% | 38.02% |
| Worst Year | -7.21% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.81% |
| Avg. Up Week | 2.53% | 7.72% |
| Avg. Down Week | -2.9% | -4.89% |
| Avg. Up Month | 3.21% | 16.18% |
| Avg. Down Month | -1.78% | -17.69% |
| Win Days % | 49.6% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 61.9% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |