| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.15% | 61.52% |
| Max Drawdown | -13.57% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.39 | 0.86 |
| Payoff Ratio | 1.35 | 1.34 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.67 | 0.76 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 64.52 | 2.87 |
| Outlier Loss Ratio | 3.65 | 2.68 |
| Volatility (ann.) | 6.57% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.44 | 2.02 |
| Skew | 1.31 | 0.21 |
| Kurtosis | 56.32 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.46% | 3.76% |
| Expected Yearly % | 3.03% | 27.09% |
| Kelly Criterion | 2.1% | 15.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11381566:BTCUSD | 11381566:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.33 | 0.43 | - |
| 2025 | 17.02 | -8.75 | -0.51 | - |
| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.05% | 31.76% |
| 6M | -8.75% | 12.25% |
| YTD | -8.75% | 17.02% |
| 1Y | 6.15% | 57.19% |
| 3Y (ann.) | 5.98% | 59.47% |
| 5Y (ann.) | 5.98% | 59.47% |
| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| Max Drawdown | -13.57% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.46% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -13.57 | 233 |
| 2024-08-25 | 2024-09-17 | -2.03 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.76 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.7% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 6.01% | 37.42% |
| Worst Month | -6.85% | -17.69% |
| Best Year | 16.33% | 38.02% |
| Worst Year | -8.75% | 17.02% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 2.9% | 9.09% |
| Avg. Down Week | -2.45% | -4.3% |
| Avg. Up Month | 2.85% | 8.11% |
| Avg. Down Month | -3.07% | -2.09% |
| Win Days % | 43.8% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |