| Metric | 11381095:btcusd:triple_med_gx:lsma20_65 | 11381095:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -6.99% | 61.52% |
| Max Drawdown | -21.34% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 0.94 | 0.89 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.44 | 0.51 |
| Tail Ratio | 1.5 | 0.97 |
| Outlier Win Ratio | 32.13 | 3.03 |
| Outlier Loss Ratio | 3.32 | 3.3 |
| Volatility (ann.) | 10.6% | 25.2% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.32 | 2.02 |
| Skew | -0.12 | 0.21 |
| Kurtosis | 50.52 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.56% | 3.76% |
| Expected Yearly % | -3.56% | 27.09% |
| Kelly Criterion | -6.17% | -2.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11381095:BTCUSD | 11381095:btcusd:triple_med_gx:lsma20_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.55 | 0.22 | - |
| 2025 | 17.02 | -14.31 | -0.84 | - |
| Metric | 11381095:btcusd:triple_med_gx:lsma20_65 | 11381095:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -8.66% | 31.76% |
| 6M | -18.34% | 12.25% |
| YTD | -14.31% | 17.02% |
| 1Y | -7.09% | 57.19% |
| 3Y (ann.) | -6.81% | 59.47% |
| 5Y (ann.) | -6.81% | 59.47% |
| Metric | 11381095:btcusd:triple_med_gx:lsma20_65 | 11381095:BTCUSD |
|---|---|---|
| Max Drawdown | -21.34% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.33 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-06-11 | -21.34 | 180 |
| 2024-06-10 | 2024-11-06 | -9.08 | 148 |
| 2024-12-10 | 2024-12-11 | -3.51 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-06 | 2024-11-18 | -0.73 | 12 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11381095:btcusd:triple_med_gx:lsma20_65 | 11381095:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.17% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 15.85% | 37.42% |
| Worst Month | -7.22% | -17.69% |
| Best Year | 8.55% | 38.02% |
| Worst Year | -14.31% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.93% | -1.0% |
| Avg. Up Week | 3.07% | 4.72% |
| Avg. Down Week | -3.15% | -5.03% |
| Avg. Up Month | 4.72% | 14.39% |
| Avg. Down Month | -4.14% | -7.82% |
| Win Days % | 48.5% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 48.15% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |