| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 2.33% | 75.42% |
| Max Drawdown | -10.21% | -29.51% |
| Sharpe | 0.13 | 0.63 |
| Sortino | 0.18 | 0.92 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 96.52 | 2.59 |
| Outlier Loss Ratio | 3.63 | 2.43 |
| Volatility (ann.) | 4.95% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.2 | 2.19 |
| Skew | -1.14 | 0.2 |
| Kurtosis | 98.07 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 4.1% |
| Expected Yearly % | 1.16% | 32.45% |
| Kelly Criterion | -6.74% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.07% |
| Expected Shortfall (cVaR) | -0.42% | -2.07% |
| Year | 11383431:BTCUSD | 11383431:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.83 | 0.10 | - |
| 2025 | 27.10 | -1.45 | -0.05 | - |
| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| MTD | 0.4% | 10.71% |
| 3M | 0.71% | 41.88% |
| 6M | -3.78% | 22.91% |
| YTD | -1.45% | 27.1% |
| 1Y | 4.74% | 82.29% |
| 3Y (ann.) | 2.06% | 64.73% |
| 5Y (ann.) | 2.06% | 64.73% |
| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| Max Drawdown | -10.21% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.71% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.23 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-17 | -10.21 | 152 |
| 2024-12-19 | 2025-01-27 | -5.40 | 39 |
| 2024-06-26 | 2024-07-26 | -2.86 | 30 |
| 2024-08-22 | 2024-11-20 | -2.37 | 90 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2025-01-28 | 2025-02-14 | -0.57 | 17 |
| 2024-11-21 | 2024-12-13 | -0.21 | 22 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 4.55% | 18.93% |
| Worst Week | -6.08% | -12.33% |
| Best Month | 6.23% | 37.42% |
| Worst Month | -5.84% | -17.69% |
| Best Year | 3.83% | 38.02% |
| Worst Year | -1.45% | 27.1% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.71% | -0.85% |
| Avg. Up Week | 1.23% | 5.2% |
| Avg. Down Week | -2.03% | -5.38% |
| Avg. Up Month | 1.91% | 11.96% |
| Avg. Down Month | -3.04% | -7.59% |
| Win Days % | 42.86% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |