| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -5.45% | 61.16% |
| Max Drawdown | -10.55% | -29.51% |
| Sharpe | -0.29 | 0.59 |
| Sortino | -0.38 | 0.85 |
| Payoff Ratio | 1.27 | 1.06 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.23 | 0.61 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 255.8 | 2.14 |
| Outlier Loss Ratio | 3.52 | 2.17 |
| Volatility (ann.) | 4.35% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.5 | 2.0 |
| Skew | -7.71 | 0.21 |
| Kurtosis | 543.53 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.43% | 3.74% |
| Expected Yearly % | -2.76% | 26.95% |
| Kelly Criterion | -30.78% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11399720:BTCUSD | 11399720:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.70 | 0.15 | - |
| 2025 | 16.76 | -10.55 | -0.63 | - |
| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -2.5% | 31.46% |
| 6M | -5.59% | 12.77% |
| YTD | -10.55% | 16.76% |
| 1Y | -5.45% | 56.84% |
| 3Y (ann.) | -5.31% | 59.12% |
| 5Y (ann.) | -5.31% | 59.12% |
| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| Max Drawdown | -10.55% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-03 | 2025-06-11 | -10.55 | 158 |
| 2024-08-12 | 2024-12-20 | -3.23 | 130 |
| 2024-07-05 | 2024-08-12 | -0.23 | 37 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.55% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 5.55% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 5.7% | 38.02% |
| Worst Year | -10.55% | 16.76% |
| Avg. Up Day | 0.99% | 1.1% |
| Avg. Down Day | -0.78% | -1.04% |
| Avg. Up Week | 0.08% | 4.58% |
| Avg. Down Week | -1.91% | -2.18% |
| Avg. Up Month | 1.23% | 3.1% |
| Avg. Down Month | -4.31% | -9.89% |
| Win Days % | 26.83% | 51.86% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |