| Metric | 11381263:btcusd:triple_med_gx:lsma115_65 | 11381263:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -2.83% | 61.52% |
| Max Drawdown | -20.11% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.86 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 1.1 | 0.97 |
| Outlier Win Ratio | 37.44 | 3.07 |
| Outlier Loss Ratio | 3.29 | 3.0 |
| Volatility (ann.) | 9.57% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.14 | 2.02 |
| Skew | 0.01 | 0.21 |
| Kurtosis | 36.71 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.76% |
| Expected Yearly % | -1.43% | 27.09% |
| Kelly Criterion | -4.69% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11381263:BTCUSD | 11381263:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.40 | 0.14 | - |
| 2025 | 17.02 | -7.82 | -0.46 | - |
| Metric | 11381263:btcusd:triple_med_gx:lsma115_65 | 11381263:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.78% | 31.76% |
| 6M | -14.47% | 12.25% |
| YTD | -7.82% | 17.02% |
| 1Y | -2.83% | 57.19% |
| 3Y (ann.) | -2.76% | 59.47% |
| 5Y (ann.) | -2.76% | 59.47% |
| Metric | 11381263:btcusd:triple_med_gx:lsma115_65 | 11381263:BTCUSD |
|---|---|---|
| Max Drawdown | -20.11% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -6.64% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -20.11 | 175 |
| 2024-07-03 | 2024-11-10 | -9.75 | 129 |
| 2024-11-12 | 2024-12-16 | -2.38 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381263:btcusd:triple_med_gx:lsma115_65 | 11381263:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.77% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 15.54% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 5.4% | 38.02% |
| Worst Year | -7.82% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 4.21% | 10.66% |
| Avg. Down Week | -2.74% | -3.27% |
| Avg. Up Month | 5.81% | 17.44% |
| Avg. Down Month | -2.04% | -7.93% |
| Win Days % | 47.3% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |