| Metric | 11392341:btcusd:triple_med_gx:lsma85_105 | 11392341:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -4.14% | 75.42% |
| Max Drawdown | -37.21% | -29.51% |
| Sharpe | 0.03 | 0.63 |
| Sortino | 0.05 | 0.92 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.95 | 0.96 |
| Outlier Win Ratio | 13.94 | 3.92 |
| Outlier Loss Ratio | 3.82 | 3.82 |
| Volatility (ann.) | 17.44% | 24.55% |
| R^2 | 0.5 | 0.5 |
| Calmar | -0.1 | 2.19 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 27.35 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.3% | 4.1% |
| Expected Yearly % | -2.09% | 32.45% |
| Kelly Criterion | -1.22% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.07% |
| Expected Shortfall (cVaR) | -1.5% | -2.07% |
| Year | 11392341:BTCUSD | 11392341:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.37 | -0.11 | - |
| 2025 | 27.10 | 0.24 | 0.01 | - |
| Metric | 11392341:btcusd:triple_med_gx:lsma85_105 | 11392341:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -5.25% | 41.88% |
| 6M | -5.34% | 22.91% |
| YTD | 0.24% | 27.1% |
| 1Y | 11.93% | 82.29% |
| 3Y (ann.) | -3.68% | 64.73% |
| 5Y (ann.) | -3.68% | 64.73% |
| Metric | 11392341:btcusd:triple_med_gx:lsma85_105 | 11392341:BTCUSD |
|---|---|---|
| Max Drawdown | -37.21% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -8.81% | -4.71% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.11 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-02-03 | -37.21 | 241 |
| 2025-03-03 | 2025-07-17 | -21.36 | 136 |
| 2025-02-04 | 2025-03-02 | -9.73 | 26 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392341:btcusd:triple_med_gx:lsma85_105 | 11392341:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 11.1% | 37.42% |
| Worst Month | -10.02% | -17.69% |
| Best Year | 0.24% | 38.02% |
| Worst Year | -4.37% | 27.1% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 2.93% | 4.37% |
| Avg. Down Week | -2.98% | -4.35% |
| Avg. Up Month | 6.49% | 13.56% |
| Avg. Down Month | -7.46% | -6.06% |
| Win Days % | 48.15% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.11% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |