| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -1.85% | 61.52% |
| Max Drawdown | -9.76% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.08 | 0.86 |
| Payoff Ratio | 0.98 | 0.9 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 79.47 | 2.77 |
| Outlier Loss Ratio | 3.62 | 2.59 |
| Volatility (ann.) | 5.2% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.18 | 2.02 |
| Skew | -2.09 | 0.21 |
| Kurtosis | 62.57 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 3.76% |
| Expected Yearly % | -0.93% | 27.09% |
| Kelly Criterion | -7.07% | -1.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11382441:BTCUSD | 11382441:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.66 | -0.04 | - |
| 2025 | 17.02 | -0.20 | -0.01 | - |
| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.53% | 31.76% |
| 6M | 2.52% | 12.25% |
| YTD | -0.2% | 17.02% |
| 1Y | -1.85% | 57.19% |
| 3Y (ann.) | -1.8% | 59.47% |
| 5Y (ann.) | -1.8% | 59.47% |
| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| Max Drawdown | -9.76% | -29.51% |
| Longest DD Days | 296.0 | 144.0 |
| Avg. Drawdown | -2.38% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-18 | 2025-06-11 | -9.76 | 296 |
| 2024-07-10 | 2024-08-16 | -2.36 | 37 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| 2024-08-18 | 2024-08-18 | -0.02 | 0 |
| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 2.62% | 18.93% |
| Worst Week | -3.35% | -12.33% |
| Best Month | 4.95% | 37.42% |
| Worst Month | -3.35% | -17.69% |
| Best Year | -0.2% | 38.02% |
| Worst Year | -1.66% | 17.02% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 1.26% | 3.96% |
| Avg. Down Week | -1.11% | -4.22% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.33% | -17.69% |
| Win Days % | 47.1% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |