| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 4.88% | 61.52% |
| Max Drawdown | -14.96% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.27 | 0.86 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.59 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 0.54 | 0.97 |
| Outlier Win Ratio | 47.21 | 2.92 |
| Outlier Loss Ratio | 3.24 | 2.78 |
| Volatility (ann.) | 7.7% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.32 | 2.02 |
| Skew | -0.18 | 0.21 |
| Kurtosis | 39.69 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.37% | 3.76% |
| Expected Yearly % | 2.41% | 27.09% |
| Kelly Criterion | 1.74% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11382504:BTCUSD | 11382504:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.07 | 0.19 | - |
| 2025 | 17.02 | -2.05 | -0.12 | - |
| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.6% | 31.76% |
| 6M | -6.91% | 12.25% |
| YTD | -2.05% | 17.02% |
| 1Y | 4.88% | 57.19% |
| 3Y (ann.) | 4.75% | 59.47% |
| 5Y (ann.) | 4.75% | 59.47% |
| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| Max Drawdown | -14.96% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.5% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.33 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.96 | 175 |
| 2024-07-03 | 2024-09-19 | -7.60 | 78 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-10-16 | 2024-10-18 | -1.32 | 1 |
| 2024-10-18 | 2024-11-10 | -1.29 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 11.07% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | 7.07% | 38.02% |
| Worst Year | -2.05% | 17.02% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.03% | 8.47% |
| Avg. Down Week | -3.29% | -3.31% |
| Avg. Up Month | 4.45% | 16.18% |
| Avg. Down Month | -4.71% | -2.66% |
| Win Days % | 47.8% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |