| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.27% | 79.62% |
| Max Drawdown | -13.39% | -29.51% |
| Sharpe | -0.0 | 0.65 |
| Sortino | -0.0 | 0.96 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 49.53 | 2.92 |
| Outlier Loss Ratio | 3.64 | 2.88 |
| Volatility (ann.) | 7.38% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.09 | 2.33 |
| Skew | -1.98 | 0.2 |
| Kurtosis | 70.41 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.09% | 4.27% |
| Expected Yearly % | -0.64% | 34.02% |
| Kelly Criterion | -3.44% | -0.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11379386:BTCUSD | 11379386:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.27 | 0.14 | - |
| 2025 | 30.14 | -6.22 | -0.21 | - |
| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| MTD | 1.98% | 13.36% |
| 3M | 4.62% | 45.08% |
| 6M | -6.48% | 28.47% |
| YTD | -6.22% | 30.14% |
| 1Y | -1.27% | 105.13% |
| 3Y (ann.) | -1.14% | 68.87% |
| 5Y (ann.) | -1.14% | 68.87% |
| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| Max Drawdown | -13.39% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.58% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | -0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -13.39 | 289 |
| 2024-07-22 | 2024-09-19 | -6.01 | 59 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-24 | -1.23 | 4 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-21 | 2024-07-21 | -0.18 | 0 |
| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 7.74% | 37.42% |
| Worst Month | -6.58% | -17.69% |
| Best Year | 5.27% | 38.02% |
| Worst Year | -6.22% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.77% | 5.41% |
| Avg. Down Week | -2.5% | -4.31% |
| Avg. Up Month | 4.54% | 18.06% |
| Avg. Down Month | -2.25% | -7.67% |
| Win Days % | 49.34% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |