| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 29.42% | 61.52% |
| Max Drawdown | -10.9% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.26 | 0.86 |
| Payoff Ratio | 1.14 | 0.98 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 3.58 | 1.07 |
| CPC Index | 0.81 | 0.56 |
| Tail Ratio | 2.63 | 0.97 |
| Outlier Win Ratio | 36.62 | 3.08 |
| Outlier Loss Ratio | 4.08 | 2.85 |
| Volatility (ann.) | 7.96% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.62 | 2.02 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 31.75 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.0% | 3.76% |
| Expected Yearly % | 13.76% | 27.09% |
| Kelly Criterion | 9.6% | 3.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11382226:BTCUSD | 11382226:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.86 | 0.39 | - |
| 2025 | 17.02 | 12.67 | 0.74 | - |
| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.12% | 31.76% |
| 6M | 5.6% | 12.25% |
| YTD | 12.67% | 17.02% |
| 1Y | 29.42% | 57.19% |
| 3Y (ann.) | 28.53% | 59.47% |
| 5Y (ann.) | 28.53% | 59.47% |
| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| Max Drawdown | -10.9% | -29.51% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.1% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.7 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-01-15 | -10.90 | 27 |
| 2025-02-25 | 2025-06-11 | -9.50 | 106 |
| 2025-01-19 | 2025-01-29 | -4.84 | 10 |
| 2024-07-01 | 2024-07-14 | -4.46 | 12 |
| 2024-09-28 | 2024-11-21 | -3.95 | 54 |
| 2024-11-23 | 2024-12-13 | -3.11 | 20 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2025-01-16 | 2025-01-19 | -1.72 | 3 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.84% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -6.27% | -17.69% |
| Best Year | 14.86% | 38.02% |
| Worst Year | 12.67% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.67% | -0.8% |
| Avg. Up Week | 4.16% | 6.67% |
| Avg. Down Week | -3.05% | -6.18% |
| Avg. Up Month | 6.81% | 15.09% |
| Avg. Down Month | -4.64% | -7.67% |
| Win Days % | 51.75% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 59.26% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |