| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 4.25% | 79.62% |
| Max Drawdown | -11.79% | -29.51% |
| Sharpe | 0.21 | 0.65 |
| Sortino | 0.31 | 0.96 |
| Payoff Ratio | 1.27 | 0.97 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 82.63 | 2.81 |
| Outlier Loss Ratio | 4.11 | 2.56 |
| Volatility (ann.) | 4.96% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.32 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 58.19 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.3% | 4.27% |
| Expected Yearly % | 2.1% | 34.02% |
| Kelly Criterion | -0.37% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.07% |
| Expected Shortfall (cVaR) | -0.42% | -2.07% |
| Year | 11377286:BTCUSD | 11377286:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.50 | 0.17 | - |
| 2025 | 30.14 | -2.12 | -0.07 | - |
| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| MTD | 1.34% | 13.36% |
| 3M | 4.76% | 45.08% |
| 6M | -3.76% | 28.47% |
| YTD | -2.12% | 30.14% |
| 1Y | 5.82% | 105.13% |
| 3Y (ann.) | 3.79% | 68.87% |
| 5Y (ann.) | 3.79% | 68.87% |
| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| Max Drawdown | -11.79% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-07-14 | -11.79 | 272 |
| 2024-06-10 | 2024-08-16 | -4.72 | 66 |
| 2024-08-16 | 2024-09-09 | -3.06 | 23 |
| 2024-09-20 | 2024-10-14 | -2.62 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-10 | 2024-09-18 | -1.23 | 8 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -3.51% | -9.32% |
| Best Week | 5.19% | 18.93% |
| Worst Week | -3.68% | -12.33% |
| Best Month | 8.96% | 37.42% |
| Worst Month | -4.07% | -17.69% |
| Best Year | 6.5% | 38.02% |
| Worst Year | -2.12% | 30.14% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.59% | -0.81% |
| Avg. Up Week | 1.98% | 5.57% |
| Avg. Down Week | -1.77% | -4.01% |
| Avg. Up Month | 2.41% | 12.23% |
| Avg. Down Month | -2.23% | -7.59% |
| Win Days % | 43.88% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |