| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -3.82% | 61.52% |
| Max Drawdown | -5.99% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.3 | 0.86 |
| Payoff Ratio | 0.71 | 0.64 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.26 | 0.36 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 232.77 | 2.32 |
| Outlier Loss Ratio | 2.6 | 2.17 |
| Volatility (ann.) | 3.58% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.62 | 2.02 |
| Skew | -7.85 | 0.21 |
| Kurtosis | 263.12 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.3% | 3.76% |
| Expected Yearly % | -1.93% | 27.09% |
| Kelly Criterion | -28.72% | -23.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11384168:BTCUSD | 11384168:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.12 | 0.00 | - |
| 2025 | 17.02 | -3.94 | -0.23 | - |
| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.13% | 31.76% |
| 6M | -3.94% | 12.25% |
| YTD | -3.94% | 17.02% |
| 1Y | -4.96% | 57.19% |
| 3Y (ann.) | -3.72% | 59.47% |
| 5Y (ann.) | -3.72% | 59.47% |
| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| Max Drawdown | -5.99% | -29.51% |
| Longest DD Days | 311.0 | 144.0 |
| Avg. Drawdown | -1.87% | -4.82% |
| Avg. Drawdown Days | 88.0 | 14.0 |
| Recovery Factor | -0.64 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2025-06-11 | -5.99 | 311 |
| 2024-06-05 | 2024-07-14 | -1.21 | 39 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 3.41% | 18.93% |
| Worst Week | -3.82% | -12.33% |
| Best Month | 3.41% | 37.42% |
| Worst Month | -3.82% | -17.69% |
| Best Year | 0.12% | 38.02% |
| Worst Year | -3.94% | 17.02% |
| Avg. Up Day | 0.65% | 0.71% |
| Avg. Down Day | -0.92% | -1.11% |
| Avg. Up Week | 1.57% | 6.16% |
| Avg. Down Week | -2.37% | -3.99% |
| Avg. Up Month | 1.32% | 6.99% |
| Avg. Down Month | -1.99% | -13.21% |
| Win Days % | 46.51% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |