| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -20.98% | 53.66% |
| Max Drawdown | -22.69% | -30.99% |
| Sharpe | -0.29 | 0.23 |
| Sortino | -0.4 | 0.32 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.39 | 0.51 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 58.45 | 3.06 |
| Outlier Loss Ratio | 3.12 | 3.11 |
| Volatility (ann.) | 3.33% | 10.68% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.96 | 1.83 |
| Skew | -0.71 | 0.01 |
| Kurtosis | 72.3 | 9.34 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -1.94% | 3.64% |
| Expected Yearly % | -11.1% | 23.96% |
| Kelly Criterion | -10.32% | 0.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -0.91% |
| Expected Shortfall (cVaR) | -0.29% | -0.91% |
| Year | 12181996:BTCUSD | 12181996:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | -5.59 | -0.15 | - |
| 2025 | 11.24 | -16.30 | -1.45 | - |
| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| MTD | -1.8% | 10.27% |
| 3M | -14.91% | 7.48% |
| 6M | -17.17% | 14.76% |
| YTD | -16.3% | 11.24% |
| 1Y | -20.98% | 53.66% |
| 3Y (ann.) | -21.82% | 56.71% |
| 5Y (ann.) | -21.82% | 56.71% |
| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| Max Drawdown | -22.69% | -30.99% |
| Longest DD Days | 339.0 | 149.0 |
| Avg. Drawdown | -6.0% | -2.52% |
| Avg. Drawdown Days | 86.0 | 6.0 |
| Recovery Factor | -0.92 | 1.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-16 | -22.69 | 339 |
| 2024-06-03 | 2024-06-10 | -0.78 | 7 |
| 2024-06-03 | 2024-06-03 | -0.28 | 0 |
| 2024-06-03 | 2024-06-03 | -0.25 | 0 |
| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -3.0% | -4.9% |
| Best Week | 5.22% | 18.93% |
| Worst Week | -5.31% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -6.64% | -17.69% |
| Best Year | -5.59% | 38.13% |
| Worst Year | -16.3% | 11.24% |
| Avg. Up Day | 0.39% | 0.4% |
| Avg. Down Day | -0.39% | -0.41% |
| Avg. Up Week | 2.0% | 4.0% |
| Avg. Down Week | -2.09% | -4.9% |
| Avg. Up Month | 1.78% | 9.31% |
| Avg. Down Month | -4.02% | -7.57% |
| Win Days % | 44.83% | 50.7% |
| Win Month % | 33.33% | 58.33% |
| Win Week % | 36.96% | 54.9% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |