| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.21% | 61.52% |
| Max Drawdown | -14.82% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.32 | 0.86 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.43 | 0.97 |
| Outlier Win Ratio | 42.55 | 3.01 |
| Outlier Loss Ratio | 3.42 | 2.87 |
| Volatility (ann.) | 8.07% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.41 | 2.02 |
| Skew | 0.01 | 0.21 |
| Kurtosis | 33.88 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.46% | 3.76% |
| Expected Yearly % | 3.06% | 27.09% |
| Kelly Criterion | 0.97% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11381240:BTCUSD | 11381240:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.55 | 0.20 | - |
| 2025 | 17.02 | -1.25 | -0.07 | - |
| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.04% | 31.76% |
| 6M | -6.14% | 12.25% |
| YTD | -1.25% | 17.02% |
| 1Y | 6.21% | 57.19% |
| 3Y (ann.) | 6.04% | 59.47% |
| 5Y (ann.) | 6.04% | 59.47% |
| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| Max Drawdown | -14.82% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.18% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.82 | 175 |
| 2024-07-02 | 2024-09-19 | -7.92 | 78 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-10-18 | 2024-11-10 | -1.33 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-10-16 | 2024-10-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -6.68% | -17.69% |
| Best Year | 7.55% | 38.02% |
| Worst Year | -1.25% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 3.5% | 8.47% |
| Avg. Down Week | -3.12% | -2.99% |
| Avg. Up Month | 5.89% | 16.69% |
| Avg. Down Month | -2.53% | -7.67% |
| Win Days % | 47.6% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |