| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.9% | 61.52% |
| Max Drawdown | -13.36% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.62 | 0.86 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 2.12 | 1.07 |
| CPC Index | 0.64 | 0.65 |
| Tail Ratio | 1.82 | 0.97 |
| Outlier Win Ratio | 39.43 | 3.0 |
| Outlier Loss Ratio | 3.61 | 2.85 |
| Volatility (ann.) | 7.96% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.94 | 2.02 |
| Skew | 0.53 | 0.21 |
| Kurtosis | 28.16 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.94% | 3.76% |
| Expected Yearly % | 6.26% | 27.09% |
| Kelly Criterion | 3.03% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11381218:BTCUSD | 11381218:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.94 | 0.52 | - |
| 2025 | 17.02 | -5.87 | -0.34 | - |
| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -4.83% | 12.25% |
| YTD | -5.87% | 17.02% |
| 1Y | 12.9% | 57.19% |
| 3Y (ann.) | 12.54% | 59.47% |
| 5Y (ann.) | 12.54% | 59.47% |
| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| Max Drawdown | -13.36% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.29% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -13.36 | 155 |
| 2024-07-02 | 2024-09-17 | -5.71 | 77 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-08 | 2024-11-08 | -0.22 | 0 |
| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.04% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -5.54% | -17.69% |
| Best Year | 19.94% | 38.02% |
| Worst Year | -5.87% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.2% | 10.36% |
| Avg. Down Week | -2.39% | -2.79% |
| Avg. Up Month | 5.32% | 16.69% |
| Avg. Down Month | -1.75% | -9.89% |
| Win Days % | 48.44% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |