| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -1.51% | 79.62% |
| Max Drawdown | -12.34% | -29.51% |
| Sharpe | -0.0 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 1.46 | 0.98 |
| Outlier Win Ratio | 42.94 | 3.06 |
| Outlier Loss Ratio | 4.05 | 2.93 |
| Volatility (ann.) | 7.87% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.11 | 2.33 |
| Skew | -1.7 | 0.2 |
| Kurtosis | 54.56 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.11% | 4.27% |
| Expected Yearly % | -0.76% | 34.02% |
| Kelly Criterion | -4.9% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11376260:BTCUSD | 11376260:btcusd:triple_med_gx:lsma85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.41 | 0.01 | - |
| 2025 | 30.14 | -1.92 | -0.06 | - |
| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| MTD | 1.37% | 13.36% |
| 3M | 6.2% | 45.08% |
| 6M | -3.31% | 28.47% |
| YTD | -1.92% | 30.14% |
| 1Y | 4.43% | 105.13% |
| 3Y (ann.) | -1.36% | 68.87% |
| 5Y (ann.) | -1.36% | 68.87% |
| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| Max Drawdown | -12.34% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -4.4% | -4.58% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -12.34 | 266 |
| 2024-06-10 | 2024-09-19 | -8.99 | 100 |
| 2024-09-20 | 2024-10-14 | -3.32 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 5.11% | 37.42% |
| Worst Month | -9.13% | -17.69% |
| Best Year | 0.41% | 38.02% |
| Worst Year | -1.92% | 30.14% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 2.31% | 5.24% |
| Avg. Down Week | -2.25% | -4.24% |
| Avg. Up Month | 2.45% | 9.64% |
| Avg. Down Month | -4.58% | -4.22% |
| Win Days % | 45.45% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |