| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.02% | 75.42% |
| Max Drawdown | -14.16% | -29.51% |
| Sharpe | 0.33 | 0.63 |
| Sortino | 0.49 | 0.92 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 53.98 | 2.84 |
| Outlier Loss Ratio | 3.41 | 2.79 |
| Volatility (ann.) | 7.19% | 24.55% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.62 | 2.19 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 61.3 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 4.1% |
| Expected Yearly % | 4.89% | 32.45% |
| Kelly Criterion | 3.24% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11385181:BTCUSD | 11385181:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.87 | 0.47 | - |
| 2025 | 27.10 | -6.66 | -0.25 | - |
| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| MTD | 0.99% | 10.71% |
| 3M | 1.18% | 41.88% |
| 6M | 1.31% | 22.91% |
| YTD | -6.66% | 27.1% |
| 1Y | 16.32% | 82.29% |
| 3Y (ann.) | 8.85% | 64.73% |
| 5Y (ann.) | 8.85% | 64.73% |
| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| Max Drawdown | -14.16% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.4% | -4.71% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.71 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -14.16 | 211 |
| 2024-07-04 | 2024-09-18 | -8.01 | 76 |
| 2024-09-19 | 2024-11-10 | -2.02 | 51 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-12 | 2024-12-15 | -0.69 | 33 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 15.19% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 17.87% | 38.02% |
| Worst Year | -6.66% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.43% | 7.45% |
| Avg. Down Week | -2.65% | -3.63% |
| Avg. Up Month | 4.89% | 16.14% |
| Avg. Down Month | -1.29% | -2.66% |
| Win Days % | 48.21% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |