| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.47% | 61.16% |
| Max Drawdown | -13.32% | -29.51% |
| Sharpe | 0.0 | 0.59 |
| Sortino | 0.0 | 0.85 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 44.79 | 2.98 |
| Outlier Loss Ratio | 3.67 | 2.91 |
| Volatility (ann.) | 8.64% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.11 | 2.0 |
| Skew | 1.52 | 0.21 |
| Kurtosis | 94.27 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.74% | 26.95% |
| Kelly Criterion | -3.39% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11392002:BTCUSD | 11392002:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.31 | 0.19 | - |
| 2025 | 16.76 | -8.19 | -0.49 | - |
| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -5.06% | 31.46% |
| 6M | -3.61% | 12.77% |
| YTD | -8.19% | 16.76% |
| 1Y | -1.44% | 56.84% |
| 3Y (ann.) | -1.43% | 59.12% |
| 5Y (ann.) | -1.43% | 59.12% |
| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| Max Drawdown | -13.32% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -3.84% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -13.32 | 146 |
| 2025-01-04 | 2025-06-11 | -10.23 | 158 |
| 2024-11-07 | 2024-12-11 | -5.07 | 34 |
| 2024-06-10 | 2024-06-12 | -3.44 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2025-01-02 | 2025-01-03 | -0.41 | 0 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.92% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 8.92% | 37.42% |
| Worst Month | -6.77% | -17.69% |
| Best Year | 7.31% | 38.02% |
| Worst Year | -8.19% | 16.76% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.74% | -0.86% |
| Avg. Up Week | 2.89% | 5.21% |
| Avg. Down Week | -2.08% | -4.35% |
| Avg. Up Month | 2.61% | 12.39% |
| Avg. Down Month | -3.85% | -8.96% |
| Win Days % | 44.86% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |