| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.6% | 79.62% |
| Max Drawdown | -17.08% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.33 | 0.96 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 0.59 | 1.08 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 0.54 | 0.98 |
| Outlier Win Ratio | 52.46 | 2.91 |
| Outlier Loss Ratio | 3.7 | 2.85 |
| Volatility (ann.) | 6.62% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.29 | 2.33 |
| Skew | 1.12 | 0.2 |
| Kurtosis | 38.93 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.39% | 4.27% |
| Expected Yearly % | 2.76% | 34.02% |
| Kelly Criterion | -0.05% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11385139:BTCUSD | 11385139:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.26 | 0.56 | - |
| 2025 | 30.14 | -12.92 | -0.43 | - |
| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| MTD | 0.96% | 13.36% |
| 3M | -1.06% | 45.08% |
| 6M | -5.99% | 28.47% |
| YTD | -12.92% | 30.14% |
| 1Y | 10.6% | 105.13% |
| 3Y (ann.) | 4.99% | 68.87% |
| 5Y (ann.) | 4.99% | 68.87% |
| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| Max Drawdown | -17.08% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -17.08 | 208 |
| 2024-07-02 | 2024-09-17 | -6.43 | 77 |
| 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 |
| 2024-11-09 | 2024-11-09 | -0.52 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-10-17 | 2024-10-17 | -0.18 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.32% | 18.93% |
| Worst Week | -7.37% | -12.33% |
| Best Month | 10.32% | 37.42% |
| Worst Month | -8.2% | -17.69% |
| Best Year | 21.26% | 38.02% |
| Worst Year | -12.92% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.86% | 8.31% |
| Avg. Down Week | -3.27% | -3.04% |
| Avg. Up Month | 4.57% | 16.63% |
| Avg. Down Month | -5.08% | -2.09% |
| Win Days % | 46.91% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |