| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -4.38% | 61.52% |
| Max Drawdown | -10.25% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.37 | 0.86 |
| Payoff Ratio | 0.9 | 0.91 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.29 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 186.34 | 2.3 |
| Outlier Loss Ratio | 3.18 | 2.24 |
| Volatility (ann.) | 3.71% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.42 | 2.02 |
| Skew | -1.58 | 0.21 |
| Kurtosis | 175.95 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.34% | 3.76% |
| Expected Yearly % | -2.22% | 27.09% |
| Kelly Criterion | -24.55% | -1.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11383900:BTCUSD | 11383900:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.46 | 0.14 | - |
| 2025 | 17.02 | -9.33 | -0.55 | - |
| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.22% | 31.76% |
| 6M | -9.11% | 12.25% |
| YTD | -9.33% | 17.02% |
| 1Y | -4.38% | 57.19% |
| 3Y (ann.) | -4.27% | 59.47% |
| 5Y (ann.) | -4.27% | 59.47% |
| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| Max Drawdown | -10.25% | -29.51% |
| Longest DD Days | 235.0 | 144.0 |
| Avg. Drawdown | -3.64% | -4.82% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | -0.43 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2025-06-11 | -10.25 | 235 |
| 2024-08-20 | 2024-09-17 | -2.16 | 28 |
| 2024-07-10 | 2024-08-19 | -1.53 | 40 |
| 2024-10-18 | 2024-10-18 | -0.63 | 0 |
| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| Best Day | 2.99% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 3.61% | 18.93% |
| Worst Week | -7.36% | -12.33% |
| Best Month | 3.61% | 37.42% |
| Worst Month | -7.36% | -17.69% |
| Best Year | 5.46% | 38.02% |
| Worst Year | -9.33% | 17.02% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 2.21% | 6.0% |
| Avg. Down Week | -2.6% | -3.15% |
| Avg. Up Month | 1.8% | 10.79% |
| Avg. Down Month | -2.21% | -2.09% |
| Win Days % | 41.07% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |