| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -1.66% | 61.52% |
| Max Drawdown | -14.47% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.86 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 72.99 | 2.66 |
| Outlier Loss Ratio | 4.29 | 2.63 |
| Volatility (ann.) | 5.75% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.11 | 2.02 |
| Skew | -0.84 | 0.21 |
| Kurtosis | 75.9 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.83% | 27.09% |
| Kelly Criterion | -12.57% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11383488:BTCUSD | 11383488:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.82 | 0.13 | - |
| 2025 | 17.02 | -6.18 | -0.36 | - |
| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -10.6% | 31.76% |
| 6M | -9.13% | 12.25% |
| YTD | -6.18% | 17.02% |
| 1Y | -1.66% | 57.19% |
| 3Y (ann.) | -1.62% | 59.47% |
| 5Y (ann.) | -1.62% | 59.47% |
| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -3.28% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | -0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -14.47 | 134 |
| 2024-07-01 | 2024-08-23 | -5.67 | 52 |
| 2024-12-19 | 2025-01-15 | -5.45 | 27 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2025-01-16 | 2025-01-27 | -1.72 | 11 |
| 2024-11-22 | 2024-12-15 | -1.08 | 22 |
| 2024-06-29 | 2024-07-01 | -0.92 | 2 |
| 2024-06-14 | 2024-06-29 | -0.80 | 15 |
| 2024-09-27 | 2024-11-21 | -0.54 | 55 |
| 2024-08-24 | 2024-09-24 | -0.38 | 31 |
| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 4.53% | 18.93% |
| Worst Week | -3.43% | -12.33% |
| Best Month | 9.04% | 37.42% |
| Worst Month | -5.19% | -17.69% |
| Best Year | 4.82% | 38.02% |
| Worst Year | -6.18% | 17.02% |
| Avg. Up Day | 0.71% | 0.74% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.63% | 8.1% |
| Avg. Down Week | -1.24% | -5.07% |
| Avg. Up Month | 3.49% | 14.39% |
| Avg. Down Month | -3.19% | -7.59% |
| Win Days % | 42.38% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 34.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |