| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 10.25% | 61.52% |
| Max Drawdown | -18.34% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 56.91 | 2.78 |
| Outlier Loss Ratio | 3.13 | 2.7 |
| Volatility (ann.) | 7.2% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.54 | 2.02 |
| Skew | 0.96 | 0.21 |
| Kurtosis | 62.97 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.76% |
| Expected Yearly % | 5.0% | 27.09% |
| Kelly Criterion | 6.11% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11385204:BTCUSD | 11385204:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.49 | 0.62 | - |
| 2025 | 17.02 | -10.72 | -0.63 | - |
| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.84% | 31.76% |
| 6M | -15.37% | 12.25% |
| YTD | -10.72% | 17.02% |
| 1Y | 10.25% | 57.19% |
| 3Y (ann.) | 9.97% | 59.47% |
| 5Y (ann.) | 9.97% | 59.47% |
| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| Max Drawdown | -18.34% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.34 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-18 | -1.23 | 28 |
| 2024-10-18 | 2024-11-10 | -1.04 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-12 | 2024-12-16 | -0.69 | 34 |
| 2024-08-18 | 2024-08-19 | -0.29 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.1% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 15.1% | 37.42% |
| Worst Month | -7.74% | -17.69% |
| Best Year | 23.49% | 38.02% |
| Worst Year | -10.72% | 17.02% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 5.81% | 8.58% |
| Avg. Down Week | -4.11% | -3.28% |
| Avg. Up Month | 6.24% | 17.44% |
| Avg. Down Month | -4.46% | -2.66% |
| Win Days % | 48.87% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |