| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.04% | 61.52% |
| Max Drawdown | -17.81% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.16 | 0.86 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 0.06 | 1.07 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 0.06 | 0.97 |
| Outlier Win Ratio | 54.2 | 2.86 |
| Outlier Loss Ratio | 3.55 | 2.78 |
| Volatility (ann.) | 6.96% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.11 | 2.02 |
| Skew | 0.97 | 0.21 |
| Kurtosis | 40.31 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 3.76% |
| Expected Yearly % | 1.02% | 27.09% |
| Kelly Criterion | -2.48% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11386491:BTCUSD | 11386491:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.40 | 0.48 | - |
| 2025 | 17.02 | -13.81 | -0.81 | - |
| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.03% | 31.76% |
| 6M | -9.56% | 12.25% |
| YTD | -13.81% | 17.02% |
| 1Y | 2.04% | 57.19% |
| 3Y (ann.) | 1.99% | 59.47% |
| 5Y (ann.) | 1.99% | 59.47% |
| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| Max Drawdown | -17.81% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -17.81 | 155 |
| 2024-07-01 | 2024-08-20 | -4.34 | 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 | 2024-10-18 | -0.90 | 1 |
| 2024-11-08 | 2024-11-09 | -0.56 | 1 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -9.37% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -12.82% | -17.69% |
| Best Year | 18.4% | 38.02% |
| Worst Year | -13.81% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.28% | 8.12% |
| Avg. Down Week | -3.59% | -4.89% |
| Avg. Up Month | 2.76% | 16.18% |
| Avg. Down Month | -2.53% | -9.89% |
| Win Days % | 45.24% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |