| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 19.3% | 61.52% |
| Max Drawdown | -9.66% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.92 | 0.86 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | 5.65 | 1.07 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 4.24 | 0.97 |
| Outlier Win Ratio | 48.44 | 2.91 |
| Outlier Loss Ratio | 3.4 | 2.76 |
| Volatility (ann.) | 7.55% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.94 | 2.02 |
| Skew | 0.77 | 0.21 |
| Kurtosis | 52.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.37% | 3.76% |
| Expected Yearly % | 9.22% | 27.09% |
| Kelly Criterion | 8.8% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11383380:BTCUSD | 11383380:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.08 | 0.61 | - |
| 2025 | 17.02 | -3.07 | -0.18 | - |
| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.12% | 31.76% |
| 6M | -1.11% | 12.25% |
| YTD | -3.07% | 17.02% |
| 1Y | 19.3% | 57.19% |
| 3Y (ann.) | 18.74% | 59.47% |
| 5Y (ann.) | 18.74% | 59.47% |
| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| Max Drawdown | -9.66% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.94% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -9.66 | 134 |
| 2024-12-20 | 2024-12-20 | -4.39 | 0 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-09-28 | 2024-11-21 | -2.93 | 53 |
| 2024-07-27 | 2024-08-21 | -2.02 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-01 | 2024-07-14 | -1.75 | 13 |
| 2024-11-23 | 2024-12-13 | -1.26 | 20 |
| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 7.71% | 37.42% |
| Worst Month | -8.02% | -17.69% |
| Best Year | 23.08% | 38.02% |
| Worst Year | -3.07% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.78% | 5.93% |
| Avg. Down Week | -1.68% | -5.4% |
| Avg. Up Month | 3.0% | 13.8% |
| Avg. Down Month | -8.02% | -17.69% |
| Win Days % | 52.66% | 51.9% |
| Win Month % | 81.82% | 61.54% |
| Win Week % | 56.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |