| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -4.92% | 61.52% |
| Max Drawdown | -22.16% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.19 | 0.86 |
| Payoff Ratio | 1.0 | 0.92 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.44 | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 0.47 | 0.97 |
| Outlier Win Ratio | 55.33 | 2.87 |
| Outlier Loss Ratio | 3.79 | 2.91 |
| Volatility (ann.) | 7.12% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.22 | 2.02 |
| Skew | -0.74 | 0.21 |
| Kurtosis | 43.54 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.39% | 3.76% |
| Expected Yearly % | -2.49% | 27.09% |
| Kelly Criterion | -8.69% | -0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11382168:BTCUSD | 11382168:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.93 | 0.42 | - |
| 2025 | 17.02 | -17.99 | -1.06 | - |
| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -10.28% | 31.76% |
| 6M | -18.96% | 12.25% |
| YTD | -17.99% | 17.02% |
| 1Y | -4.92% | 57.19% |
| 3Y (ann.) | -4.8% | 59.47% |
| 5Y (ann.) | -4.8% | 59.47% |
| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| Max Drawdown | -22.16% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -22.16 | 173 |
| 2024-06-13 | 2024-07-26 | -5.01 | 42 |
| 2024-09-28 | 2024-11-21 | -2.80 | 53 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-23 | 2024-12-13 | -1.77 | 20 |
| 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 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 6.89% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 15.93% | 38.02% |
| Worst Year | -17.99% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 2.75% | 7.03% |
| Avg. Down Week | -1.86% | -5.1% |
| Avg. Up Month | 3.46% | 15.5% |
| Avg. Down Month | -4.69% | -7.59% |
| Win Days % | 45.74% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |