| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -2.87% | 61.52% |
| Max Drawdown | -19.12% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.1 | 0.86 |
| Payoff Ratio | 1.08 | 0.97 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.47 | 0.55 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.13 | 2.86 |
| Outlier Loss Ratio | 3.77 | 2.85 |
| Volatility (ann.) | 6.64% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.15 | 2.02 |
| Skew | -0.35 | 0.21 |
| Kurtosis | 49.44 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.76% |
| Expected Yearly % | -1.45% | 27.09% |
| Kelly Criterion | -6.04% | 2.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11382167:BTCUSD | 11382167:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.01 | 0.37 | - |
| 2025 | 17.02 | -14.81 | -0.87 | - |
| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -10.43% | 31.76% |
| 6M | -16.93% | 12.25% |
| YTD | -14.81% | 17.02% |
| 1Y | -2.87% | 57.19% |
| 3Y (ann.) | -2.8% | 59.47% |
| 5Y (ann.) | -2.8% | 59.47% |
| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| Max Drawdown | -19.12% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -2.79% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -19.12 | 173 |
| 2024-06-13 | 2024-07-26 | -2.83 | 42 |
| 2024-10-25 | 2024-11-20 | -2.38 | 26 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-08-25 | 2024-09-24 | -1.29 | 30 |
| 2024-12-13 | 2024-12-19 | -0.78 | 5 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-22 | 2024-12-12 | -0.38 | 20 |
| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -4.19% | -12.33% |
| Best Month | 6.89% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 14.01% | 38.02% |
| Worst Year | -14.81% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 3.03% | 5.47% |
| Avg. Down Week | -1.7% | -5.59% |
| Avg. Up Month | 3.49% | 15.5% |
| Avg. Down Month | -3.79% | -7.59% |
| Win Days % | 45.06% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |