| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.4% | 61.52% |
| Max Drawdown | -9.26% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.64 | 0.86 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 0.73 | 0.97 |
| Outlier Win Ratio | 55.8 | 2.86 |
| Outlier Loss Ratio | 3.69 | 2.75 |
| Volatility (ann.) | 6.71% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.2 | 2.02 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 53.98 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.76% |
| Expected Yearly % | 5.55% | 27.09% |
| Kelly Criterion | 3.31% | 2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11384742:BTCUSD | 11384742:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.19 | 0.27 | - |
| 2025 | 17.02 | 1.10 | 0.06 | - |
| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.06% | 31.76% |
| 6M | -2.51% | 12.25% |
| YTD | 1.1% | 17.02% |
| 1Y | 11.4% | 57.19% |
| 3Y (ann.) | 11.08% | 59.47% |
| 5Y (ann.) | 11.08% | 59.47% |
| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| Max Drawdown | -9.26% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -1.87% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -9.26 | 200 |
| 2024-07-01 | 2024-07-14 | -4.51 | 12 |
| 2024-07-27 | 2024-08-23 | -3.10 | 26 |
| 2024-09-28 | 2024-11-21 | -1.49 | 53 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-08-25 | 2024-09-26 | -1.35 | 32 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-26 | 2024-07-26 | -0.18 | 0 |
| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -3.59% | -12.33% |
| Best Month | 5.83% | 37.42% |
| Worst Month | -3.59% | -17.69% |
| Best Year | 10.19% | 38.02% |
| Worst Year | 1.1% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.84% |
| Avg. Up Week | 2.65% | 6.37% |
| Avg. Down Week | -1.85% | -5.93% |
| Avg. Up Month | 2.83% | 13.76% |
| Avg. Down Month | -3.28% | -7.67% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |