| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -10.02% | 79.62% |
| Max Drawdown | -20.08% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.36 | 0.96 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.9 | 1.08 |
| CPC Index | 0.43 | 0.65 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 44.09 | 3.1 |
| Outlier Loss Ratio | 3.92 | 2.95 |
| Volatility (ann.) | 7.81% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.45 | 2.33 |
| Skew | -0.56 | 0.2 |
| Kurtosis | 32.45 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.75% | 4.27% |
| Expected Yearly % | -5.14% | 34.02% |
| Kelly Criterion | -9.24% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11374447:BTCUSD | 11374447:btcusd:triple_med_gx:lsma65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.29 | -0.19 | - |
| 2025 | 30.14 | -2.95 | -0.10 | - |
| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | 0.38% | 45.08% |
| 6M | -3.59% | 28.47% |
| YTD | -2.95% | 30.14% |
| 1Y | -11.78% | 105.13% |
| 3Y (ann.) | -9.02% | 68.87% |
| 5Y (ann.) | -9.02% | 68.87% |
| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -4.04% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -20.08 | 130 |
| 2024-10-13 | 2025-03-06 | -15.68 | 144 |
| 2024-09-25 | 2024-10-11 | -5.17 | 16 |
| 2024-08-11 | 2024-08-23 | -4.16 | 12 |
| 2024-07-01 | 2024-07-14 | -4.09 | 12 |
| 2024-06-05 | 2024-07-01 | -2.78 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-07-14 | 2024-08-11 | -1.01 | 27 |
| 2024-09-10 | 2024-09-24 | -0.74 | 14 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.32% | 18.93% |
| Worst Week | -8.53% | -12.33% |
| Best Month | 5.42% | 37.42% |
| Worst Month | -9.51% | -17.69% |
| Best Year | -2.95% | 38.02% |
| Worst Year | -7.29% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 1.66% | 5.84% |
| Avg. Down Week | -2.54% | -2.85% |
| Avg. Up Month | 2.0% | 7.18% |
| Avg. Down Month | -5.3% | -2.66% |
| Win Days % | 41.79% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 52.5% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |