| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 3.44% | 61.52% |
| Max Drawdown | -19.12% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.86 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.56 | 0.63 |
| Tail Ratio | 0.81 | 0.97 |
| Outlier Win Ratio | 47.21 | 2.91 |
| Outlier Loss Ratio | 3.49 | 2.85 |
| Volatility (ann.) | 7.52% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.18 | 2.02 |
| Skew | 0.53 | 0.21 |
| Kurtosis | 35.24 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.76% |
| Expected Yearly % | 1.71% | 27.09% |
| Kelly Criterion | -0.64% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11385104:BTCUSD | 11385104:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.78 | 0.49 | - |
| 2025 | 17.02 | -12.91 | -0.76 | - |
| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.39% | 31.76% |
| 6M | -8.13% | 12.25% |
| YTD | -12.91% | 17.02% |
| 1Y | 3.44% | 57.19% |
| 3Y (ann.) | 3.35% | 59.47% |
| 5Y (ann.) | 3.35% | 59.47% |
| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| Max Drawdown | -19.12% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.71% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -19.12 | 155 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-07-11 | 2024-08-19 | -2.96 | 39 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-07-01 | 2024-07-11 | -1.43 | 9 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-10-16 | 2024-10-18 | -1.32 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.76 | 0 |
| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.49% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 5.49% | 37.42% |
| Worst Month | -10.6% | -17.69% |
| Best Year | 18.78% | 38.02% |
| Worst Year | -12.91% | 17.02% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 1.98% | 8.74% |
| Avg. Down Week | -3.04% | -6.06% |
| Avg. Up Month | 2.64% | 16.69% |
| Avg. Down Month | -1.87% | -9.89% |
| Win Days % | 46.84% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |