| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -9.2% | 61.52% |
| Max Drawdown | -19.65% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.37 | 0.86 |
| Payoff Ratio | 1.19 | 1.21 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.41 | 0.69 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 54.81 | 2.92 |
| Outlier Loss Ratio | 3.68 | 2.84 |
| Volatility (ann.) | 7.59% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.46 | 2.02 |
| Skew | -0.8 | 0.21 |
| Kurtosis | 48.96 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.74% | 3.76% |
| Expected Yearly % | -4.71% | 27.09% |
| Kelly Criterion | -12.4% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11381717:BTCUSD | 11381717:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.60 | -0.02 | - |
| 2025 | 17.02 | -8.65 | -0.51 | - |
| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| MTD | 1.39% | 4.4% |
| 3M | -5.14% | 31.76% |
| 6M | -14.11% | 12.25% |
| YTD | -8.65% | 17.02% |
| 1Y | -10.47% | 57.19% |
| 3Y (ann.) | -8.97% | 59.47% |
| 5Y (ann.) | -8.97% | 59.47% |
| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| Max Drawdown | -19.65% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -7.27% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.47 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-06-11 | -19.65 | 167 |
| 2024-06-03 | 2024-12-05 | -8.29 | 184 |
| 2024-12-05 | 2024-12-25 | -0.98 | 20 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.22% | 18.93% |
| Worst Week | -7.89% | -12.33% |
| Best Month | 7.82% | 37.42% |
| Worst Month | -10.98% | -17.69% |
| Best Year | -0.6% | 38.02% |
| Worst Year | -8.65% | 17.02% |
| Avg. Up Day | 0.93% | 0.97% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 2.31% | 5.09% |
| Avg. Down Week | -3.0% | -3.86% |
| Avg. Up Month | 3.78% | 9.02% |
| Avg. Down Month | -2.87% | -9.42% |
| Win Days % | 38.89% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |