| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 13.61% | 61.52% |
| Max Drawdown | -8.21% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.67 | 0.86 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 2.01 | 1.07 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.66 | 0.97 |
| Outlier Win Ratio | 47.74 | 3.07 |
| Outlier Loss Ratio | 3.76 | 2.78 |
| Volatility (ann.) | 7.29% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.61 | 2.02 |
| Skew | -0.27 | 0.21 |
| Kurtosis | 41.94 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.76% |
| Expected Yearly % | 6.59% | 27.09% |
| Kelly Criterion | 4.1% | 3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11383491:BTCUSD | 11383491:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.78 | 0.20 | - |
| 2025 | 17.02 | 5.41 | 0.32 | - |
| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.04% | 31.76% |
| 6M | 2.09% | 12.25% |
| YTD | 5.41% | 17.02% |
| 1Y | 13.61% | 57.19% |
| 3Y (ann.) | 13.22% | 59.47% |
| 5Y (ann.) | 13.22% | 59.47% |
| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| Max Drawdown | -8.21% | -29.51% |
| Longest DD Days | 109.0 | 144.0 |
| Avg. Drawdown | -2.37% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.66 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-06-11 | -8.21 | 106 |
| 2024-09-28 | 2025-01-15 | -6.56 | 109 |
| 2024-07-01 | 2024-07-14 | -5.67 | 13 |
| 2025-01-19 | 2025-01-29 | -3.96 | 10 |
| 2024-07-29 | 2024-08-23 | -2.38 | 25 |
| 2024-08-26 | 2024-09-26 | -1.79 | 31 |
| 2025-01-16 | 2025-01-19 | -1.72 | 3 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -4.16% | -12.33% |
| Best Month | 9.93% | 37.42% |
| Worst Month | -4.16% | -17.69% |
| Best Year | 7.78% | 38.02% |
| Worst Year | 5.41% | 17.02% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.36% | 6.55% |
| Avg. Down Week | -1.86% | -5.37% |
| Avg. Up Month | 3.92% | 15.09% |
| Avg. Down Month | -3.04% | -7.67% |
| Win Days % | 51.66% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |