| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -4.72% | 79.62% |
| Max Drawdown | -6.53% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.37 | 0.96 |
| Payoff Ratio | 1.3 | 1.07 |
| Profit Factor | 0.82 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.35 | 0.62 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 163.33 | 2.42 |
| Outlier Loss Ratio | 3.91 | 2.25 |
| Volatility (ann.) | 3.82% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.65 | 2.33 |
| Skew | 0.4 | 0.2 |
| Kurtosis | 127.11 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.34% | 4.27% |
| Expected Yearly % | -2.39% | 34.02% |
| Kelly Criterion | -18.54% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.07% |
| Expected Shortfall (cVaR) | -0.33% | -2.07% |
| Year | 11381080:BTCUSD | 11381080:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.75 | -0.13 | - |
| 2025 | 30.14 | 0.04 | 0.00 | - |
| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| MTD | 0.25% | 13.36% |
| 3M | -0.63% | 45.08% |
| 6M | 0.04% | 28.47% |
| YTD | 0.04% | 30.14% |
| 1Y | -0.6% | 105.13% |
| 3Y (ann.) | -4.23% | 68.87% |
| 5Y (ann.) | -4.23% | 68.87% |
| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| Max Drawdown | -6.53% | -29.51% |
| Longest DD Days | 243.0 | 144.0 |
| Avg. Drawdown | -3.28% | -4.58% |
| Avg. Drawdown Days | 91.0 | 14.0 |
| Recovery Factor | -0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2025-02-12 | -6.53 | 243 |
| 2025-03-15 | 2025-07-14 | -6.22 | 120 |
| 2024-06-13 | 2024-06-14 | -0.18 | 0 |
| 2025-02-24 | 2025-02-25 | -0.18 | 0 |
| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -2.61% | -9.32% |
| Best Week | 3.67% | 18.93% |
| Worst Week | -2.75% | -12.33% |
| Best Month | 4.05% | 37.42% |
| Worst Month | -5.08% | -17.69% |
| Best Year | 0.04% | 38.02% |
| Worst Year | -4.75% | 30.14% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.62% | -0.79% |
| Avg. Up Week | 1.27% | 5.49% |
| Avg. Down Week | -1.22% | -4.25% |
| Avg. Up Month | 2.07% | 17.84% |
| Avg. Down Month | -2.96% | -5.35% |
| Win Days % | 32.89% | 51.93% |
| Win Month % | 45.45% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |