| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.6% | 61.52% |
| Max Drawdown | -12.29% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.86 |
| Payoff Ratio | 0.97 | 0.98 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 1.67 | 0.97 |
| Outlier Win Ratio | 43.3 | 2.85 |
| Outlier Loss Ratio | 3.45 | 2.93 |
| Volatility (ann.) | 8.13% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.13 | 2.02 |
| Skew | 0.3 | 0.21 |
| Kurtosis | 56.71 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.76% |
| Expected Yearly % | -0.8% | 27.09% |
| Kelly Criterion | -1.96% | 2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11388363:BTCUSD | 11388363:btcusd:triple_med_gx:lsma185_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.30 | 0.01 | - |
| 2025 | 17.02 | -1.89 | -0.11 | - |
| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.29% | 31.76% |
| 6M | -1.89% | 12.25% |
| YTD | -1.89% | 17.02% |
| 1Y | -1.6% | 57.19% |
| 3Y (ann.) | -1.55% | 59.47% |
| 5Y (ann.) | -1.55% | 59.47% |
| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| Max Drawdown | -12.29% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.46% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-20 | -12.29 | 147 |
| 2025-01-20 | 2025-06-11 | -12.12 | 141 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-08-24 | 2024-08-24 | -0.18 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.5% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 10.53% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 0.3% | 38.02% |
| Worst Year | -1.89% | 17.02% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 3.33% | 5.29% |
| Avg. Down Week | -3.97% | -5.39% |
| Avg. Up Month | 7.37% | 6.99% |
| Avg. Down Month | -4.04% | -5.41% |
| Win Days % | 49.77% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |