| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.79% | 61.52% |
| Max Drawdown | -15.83% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.66 | 0.86 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.1 | 0.97 |
| Outlier Win Ratio | 55.81 | 2.8 |
| Outlier Loss Ratio | 3.66 | 2.71 |
| Volatility (ann.) | 6.54% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.72 | 2.02 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 47.06 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.86% | 3.76% |
| Expected Yearly % | 5.73% | 27.09% |
| Kelly Criterion | 3.09% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11381947:BTCUSD | 11381947:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.93 | 0.60 | - |
| 2025 | 17.02 | -9.06 | -0.53 | - |
| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.68% | 31.76% |
| 6M | -7.32% | 12.25% |
| YTD | -9.06% | 17.02% |
| 1Y | 11.79% | 57.19% |
| 3Y (ann.) | 11.46% | 59.47% |
| 5Y (ann.) | 11.46% | 59.47% |
| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| Max Drawdown | -15.83% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 0.74 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -15.83 | 136 |
| 2024-07-05 | 2024-07-26 | -4.35 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-27 | 2024-08-20 | -2.29 | 24 |
| 2024-09-28 | 2024-10-24 | -2.02 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-11-08 | 2024-11-19 | -1.42 | 10 |
| 2025-01-10 | 2025-01-17 | -1.06 | 6 |
| 2024-09-23 | 2024-09-24 | -1.03 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.24% | 18.93% |
| Worst Week | -9.25% | -12.33% |
| Best Month | 7.69% | 37.42% |
| Worst Month | -8.07% | -17.69% |
| Best Year | 22.93% | 38.02% |
| Worst Year | -9.06% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.46% | 7.26% |
| Avg. Down Week | -2.46% | -5.72% |
| Avg. Up Month | 3.07% | 14.0% |
| Avg. Down Month | -5.54% | -9.89% |
| Win Days % | 50.62% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |