| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.8% | 61.52% |
| Max Drawdown | -12.19% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.43 | 0.86 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 58.23 | 2.78 |
| Outlier Loss Ratio | 3.61 | 2.72 |
| Volatility (ann.) | 6.49% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.54 | 2.02 |
| Skew | 1.54 | 0.21 |
| Kurtosis | 46.62 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.51% | 3.76% |
| Expected Yearly % | 3.34% | 27.09% |
| Kelly Criterion | 1.5% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11386507:BTCUSD | 11386507:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.15 | 0.32 | - |
| 2025 | 17.02 | -4.78 | -0.28 | - |
| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.64% | 31.76% |
| 6M | -4.26% | 12.25% |
| YTD | -4.78% | 17.02% |
| 1Y | 6.8% | 57.19% |
| 3Y (ann.) | 6.61% | 59.47% |
| 5Y (ann.) | 6.61% | 59.47% |
| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| Max Drawdown | -12.19% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.19 | 175 |
| 2024-07-01 | 2024-09-17 | -5.17 | 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 |
| 2024-10-17 | 2024-11-10 | -0.69 | 23 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.04% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 7.04% | 37.42% |
| Worst Month | -5.66% | -17.69% |
| Best Year | 12.15% | 38.02% |
| Worst Year | -4.78% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 2.65% | 9.21% |
| Avg. Down Week | -2.08% | -3.36% |
| Avg. Up Month | 3.88% | 17.5% |
| Avg. Down Month | -5.66% | -2.09% |
| Win Days % | 46.31% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |