| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.3% | 79.62% |
| Max Drawdown | -12.81% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.03 | 0.96 |
| Payoff Ratio | 0.97 | 0.89 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.82 | 1.08 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 55.35 | 2.93 |
| Outlier Loss Ratio | 3.41 | 2.72 |
| Volatility (ann.) | 6.99% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.02 | 2.33 |
| Skew | -3.68 | 0.2 |
| Kurtosis | 78.1 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.02% | 4.27% |
| Expected Yearly % | -0.15% | 34.02% |
| Kelly Criterion | -3.13% | -1.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11379975:BTCUSD | 11379975:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.22 | 0.08 | - |
| 2025 | 30.14 | -3.41 | -0.11 | - |
| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.71% | 45.08% |
| 6M | -1.39% | 28.47% |
| YTD | -3.41% | 30.14% |
| 1Y | -0.28% | 105.13% |
| 3Y (ann.) | -0.27% | 68.87% |
| 5Y (ann.) | -0.27% | 68.87% |
| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| Max Drawdown | -12.81% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -12.81 | 188 |
| 2024-08-18 | 2024-12-15 | -6.17 | 119 |
| 2024-07-01 | 2024-08-15 | -3.41 | 44 |
| 2024-08-15 | 2024-08-16 | -2.30 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2025-01-03 | 2025-01-05 | -0.47 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-08-18 | 2024-08-18 | -0.02 | 0 |
| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 3.6% | 18.93% |
| Worst Week | -2.56% | -12.33% |
| Best Month | 3.6% | 37.42% |
| Worst Month | -2.56% | -17.69% |
| Best Year | 3.22% | 38.02% |
| Worst Year | -3.41% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 0.84% | 7.01% |
| Avg. Down Week | -0.99% | -5.49% |
| Avg. Up Month | 1.72% | 20.55% |
| Avg. Down Month | -1.81% | -13.21% |
| Win Days % | 49.26% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 43.48% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |