| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -0.7% | 75.42% |
| Max Drawdown | -26.28% | -29.51% |
| Sharpe | 0.07 | 0.63 |
| Sortino | 0.1 | 0.92 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.49 | 0.55 |
| Tail Ratio | 0.95 | 0.96 |
| Outlier Win Ratio | 15.54 | 3.86 |
| Outlier Loss Ratio | 3.71 | 3.77 |
| Volatility (ann.) | 16.25% | 24.55% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.02 | 2.19 |
| Skew | -0.06 | 0.2 |
| Kurtosis | 26.98 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.05% | 4.1% |
| Expected Yearly % | -0.35% | 32.45% |
| Kelly Criterion | -2.52% | 2.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.07% |
| Expected Shortfall (cVaR) | -1.4% | -2.07% |
| Year | 11380945:BTCUSD | 11380945:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.32 | -0.11 | - |
| 2025 | 27.10 | 3.78 | 0.14 | - |
| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| MTD | -0.4% | 10.71% |
| 3M | 10.3% | 41.88% |
| 6M | 1.46% | 22.91% |
| YTD | 3.78% | 27.1% |
| 1Y | -1.05% | 82.29% |
| 3Y (ann.) | -0.63% | 64.73% |
| 5Y (ann.) | -0.63% | 64.73% |
| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| Max Drawdown | -26.28% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -7.15% | -4.71% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.03 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-30 | -26.28 | 184 |
| 2025-01-30 | 2025-07-17 | -22.63 | 167 |
| 2024-06-03 | 2024-07-26 | -5.80 | 52 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.11% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 10.49% | 37.42% |
| Worst Month | -15.95% | -17.69% |
| Best Year | 3.78% | 38.02% |
| Worst Year | -4.32% | 27.1% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 3.55% | 6.27% |
| Avg. Down Week | -3.36% | -4.2% |
| Avg. Up Month | 7.8% | 19.41% |
| Avg. Down Month | -6.81% | -11.25% |
| Win Days % | 49.06% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |