| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 6.71% | 61.52% |
| Max Drawdown | -12.82% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.39 | 0.86 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 0.24 | 1.07 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 0.21 | 0.97 |
| Outlier Win Ratio | 52.66 | 2.87 |
| Outlier Loss Ratio | 3.52 | 2.76 |
| Volatility (ann.) | 6.9% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.51 | 2.02 |
| Skew | 0.88 | 0.21 |
| Kurtosis | 40.57 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.76% |
| Expected Yearly % | 3.3% | 27.09% |
| Kelly Criterion | 0.77% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11385119:BTCUSD | 11385119:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.32 | 0.32 | - |
| 2025 | 17.02 | -5.00 | -0.29 | - |
| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.22% | 31.76% |
| 6M | -3.32% | 12.25% |
| YTD | -5.0% | 17.02% |
| 1Y | 6.71% | 57.19% |
| 3Y (ann.) | 6.52% | 59.47% |
| 5Y (ann.) | 6.52% | 59.47% |
| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| Max Drawdown | -12.82% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.52 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.82 | 175 |
| 2024-07-01 | 2024-08-20 | -4.69 | 49 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-17 | 2024-11-10 | -0.90 | 24 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -6.34% | -12.33% |
| Best Month | 6.99% | 37.42% |
| Worst Month | -3.35% | -17.69% |
| Best Year | 12.32% | 38.02% |
| Worst Year | -5.0% | 17.02% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.58% | 10.13% |
| Avg. Down Week | -2.87% | -3.4% |
| Avg. Up Month | 3.94% | 19.63% |
| Avg. Down Month | -1.82% | -2.09% |
| Win Days % | 47.34% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |