| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.75% | 61.52% |
| Max Drawdown | -13.75% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.37 | 0.86 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 0.03 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 0.02 | 0.97 |
| Outlier Win Ratio | 51.72 | 2.92 |
| Outlier Loss Ratio | 3.23 | 2.76 |
| Volatility (ann.) | 7.36% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.48 | 2.02 |
| Skew | 0.28 | 0.21 |
| Kurtosis | 42.99 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.76% |
| Expected Yearly % | 3.32% | 27.09% |
| Kelly Criterion | 2.56% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11383811:BTCUSD | 11383811:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.33 | 0.19 | - |
| 2025 | 17.02 | -0.54 | -0.03 | - |
| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.71% | 31.76% |
| 6M | -5.47% | 12.25% |
| YTD | -0.54% | 17.02% |
| 1Y | 6.75% | 57.19% |
| 3Y (ann.) | 6.56% | 59.47% |
| 5Y (ann.) | 6.56% | 59.47% |
| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| Max Drawdown | -13.75% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.49 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.75 | 175 |
| 2024-07-03 | 2024-09-19 | -7.78 | 78 |
| 2024-10-18 | 2024-11-10 | -1.67 | 22 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-10-17 | 2024-10-17 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -5.06% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -5.34% | -17.69% |
| Best Year | 7.33% | 38.02% |
| Worst Year | -0.54% | 17.02% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.79% | -0.89% |
| Avg. Up Week | 3.3% | 8.22% |
| Avg. Down Week | -3.67% | -3.31% |
| Avg. Up Month | 4.28% | 16.18% |
| Avg. Down Month | -2.53% | -2.66% |
| Win Days % | 47.2% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |