| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 11.81% | 61.52% |
| Max Drawdown | -14.41% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.59 | 0.86 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 0.93 | 0.97 |
| Outlier Win Ratio | 47.89 | 2.91 |
| Outlier Loss Ratio | 3.26 | 2.77 |
| Volatility (ann.) | 7.63% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.8 | 2.02 |
| Skew | 0.66 | 0.21 |
| Kurtosis | 49.01 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.86% | 3.76% |
| Expected Yearly % | 5.74% | 27.09% |
| Kelly Criterion | 4.83% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11382548:BTCUSD | 11382548:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.81 | 0.44 | - |
| 2025 | 17.02 | -4.28 | -0.25 | - |
| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.18% | 31.76% |
| 6M | -12.15% | 12.25% |
| YTD | -4.28% | 17.02% |
| 1Y | 11.81% | 57.19% |
| 3Y (ann.) | 11.48% | 59.47% |
| 5Y (ann.) | 11.48% | 59.47% |
| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| Max Drawdown | -14.41% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -14.41 | 211 |
| 2024-08-22 | 2024-09-17 | -3.81 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-18 | -1.23 | 28 |
| 2024-10-18 | 2024-11-08 | -0.94 | 21 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-08-17 | 2024-08-18 | -0.18 | 0 |
| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.22% | -12.33% |
| Best Month | 15.92% | 37.42% |
| Worst Month | -8.22% | -17.69% |
| Best Year | 16.81% | 38.02% |
| Worst Year | -4.28% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 5.08% | 10.37% |
| Avg. Down Week | -4.04% | -3.28% |
| Avg. Up Month | 7.88% | 18.55% |
| Avg. Down Month | -8.22% | -3.23% |
| Win Days % | 49.71% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |