| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -4.89% | 61.52% |
| Max Drawdown | -16.45% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.23 | 0.86 |
| Payoff Ratio | 0.87 | 0.78 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.38 | 0.44 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 73.97 | 2.78 |
| Outlier Loss Ratio | 3.39 | 2.72 |
| Volatility (ann.) | 6.0% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.29 | 2.02 |
| Skew | -1.9 | 0.21 |
| Kurtosis | 62.83 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.39% | 3.76% |
| Expected Yearly % | -2.48% | 27.09% |
| Kelly Criterion | -12.04% | -9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11383103:BTCUSD | 11383103:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.30 | 0.19 | - |
| 2025 | 17.02 | -11.36 | -0.67 | - |
| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.29% | 31.76% |
| 6M | -14.98% | 12.25% |
| YTD | -11.36% | 17.02% |
| 1Y | -4.89% | 57.19% |
| 3Y (ann.) | -4.76% | 59.47% |
| 5Y (ann.) | -4.76% | 59.47% |
| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| Max Drawdown | -16.45% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -16.45 | 173 |
| 2024-09-28 | 2024-11-22 | -5.94 | 54 |
| 2024-07-23 | 2024-07-26 | -4.08 | 2 |
| 2024-11-23 | 2024-12-15 | -3.11 | 22 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-26 | 2024-08-21 | -0.33 | 25 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 8.52% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | 7.3% | 38.02% |
| Worst Year | -11.36% | 17.02% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.8% | -0.92% |
| Avg. Up Week | 2.42% | 5.32% |
| Avg. Down Week | -2.9% | -4.18% |
| Avg. Up Month | 0.91% | 15.63% |
| Avg. Down Month | -3.77% | -7.67% |
| Win Days % | 47.89% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |