| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -4.84% | 61.52% |
| Max Drawdown | -20.57% | -29.51% |
| Sharpe | -0.19 | 0.59 |
| Sortino | -0.25 | 0.86 |
| Payoff Ratio | 0.83 | 0.83 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.35 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 87.29 | 2.6 |
| Outlier Loss Ratio | 2.83 | 2.56 |
| Volatility (ann.) | 5.62% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.23 | 2.02 |
| Skew | -1.25 | 0.21 |
| Kurtosis | 66.03 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.38% | 3.76% |
| Expected Yearly % | -2.45% | 27.09% |
| Kelly Criterion | -15.91% | -6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11384518:BTCUSD | 11384518:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.15 | 0.48 | - |
| 2025 | 17.02 | -19.46 | -1.14 | - |
| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.65% | 31.76% |
| 6M | -18.47% | 12.25% |
| YTD | -19.46% | 17.02% |
| 1Y | -4.84% | 57.19% |
| 3Y (ann.) | -4.71% | 59.47% |
| 5Y (ann.) | -4.71% | 59.47% |
| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| Max Drawdown | -20.57% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.33% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -20.57 | 177 |
| 2024-07-11 | 2024-07-26 | -4.49 | 14 |
| 2024-07-27 | 2024-08-23 | -2.29 | 27 |
| 2024-09-28 | 2024-10-23 | -0.90 | 25 |
| 2024-11-19 | 2024-11-20 | -0.75 | 0 |
| 2024-08-24 | 2024-09-26 | -0.44 | 33 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-10-24 | 2024-10-24 | -0.11 | 0 |
| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 4.4% | 18.93% |
| Worst Week | -9.39% | -12.33% |
| Best Month | 4.4% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 18.15% | 38.02% |
| Worst Year | -19.46% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.94% | -0.96% |
| Avg. Up Week | 2.64% | 5.96% |
| Avg. Down Week | -2.54% | -5.96% |
| Avg. Up Month | 2.93% | 14.69% |
| Avg. Down Month | -6.3% | -9.89% |
| Win Days % | 47.57% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |