| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 22.03% | 61.52% |
| Max Drawdown | -15.6% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.15 | 0.86 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 3.43 | 1.07 |
| CPC Index | 0.81 | 0.58 |
| Tail Ratio | 2.44 | 0.97 |
| Outlier Win Ratio | 50.49 | 2.91 |
| Outlier Loss Ratio | 3.88 | 2.76 |
| Volatility (ann.) | 6.84% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.37 | 2.02 |
| Skew | 1.14 | 0.21 |
| Kurtosis | 43.17 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.54% | 3.76% |
| Expected Yearly % | 10.47% | 27.09% |
| Kelly Criterion | 9.8% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11382003:BTCUSD | 11382003:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.93 | 0.92 | - |
| 2025 | 17.02 | -9.56 | -0.56 | - |
| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.55% | 31.76% |
| 6M | -3.49% | 12.25% |
| YTD | -9.56% | 17.02% |
| 1Y | 22.03% | 57.19% |
| 3Y (ann.) | 21.39% | 59.47% |
| 5Y (ann.) | 21.39% | 59.47% |
| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| Max Drawdown | -15.6% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -1.75% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 1.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -15.60 | 149 |
| 2024-07-01 | 2024-07-26 | -5.46 | 25 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-24 | 2024-09-24 | -1.28 | 31 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-09 | 2024-11-19 | -0.78 | 9 |
| 2024-09-28 | 2024-10-23 | -0.75 | 25 |
| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -8.35% | -12.33% |
| Best Month | 9.26% | 37.42% |
| Worst Month | -8.35% | -17.69% |
| Best Year | 34.93% | 38.02% |
| Worst Year | -9.56% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.91% | 7.62% |
| Avg. Down Week | -3.07% | -6.83% |
| Avg. Up Month | 3.94% | 14.57% |
| Avg. Down Month | -4.26% | -12.52% |
| Win Days % | 53.11% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |