| Metric | 11384404:btcusd:triple_med_gx:lsma85_80 | 11384404:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -7.94% | 61.52% |
| Max Drawdown | -7.97% | -29.51% |
| Sharpe | -0.8 | 0.59 |
| Sortino | -0.92 | 0.86 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 0.42 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.11 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 464.28 | 2.14 |
| Outlier Loss Ratio | 3.47 | 2.17 |
| Volatility (ann.) | 2.47% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.97 | 2.02 |
| Skew | -8.64 | 0.21 |
| Kurtosis | 212.04 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.63% | 3.76% |
| Expected Yearly % | -4.05% | 27.09% |
| Kelly Criterion | -44.82% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.13% |
| Expected Shortfall (cVaR) | -0.22% | -2.13% |
| Year | 11384404:BTCUSD | 11384404:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.11 | -0.16 | - |
| 2025 | 17.02 | -1.95 | -0.11 | - |
| Metric | 11384404:btcusd:triple_med_gx:lsma85_80 | 11384404:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.94% | 31.76% |
| 6M | -0.15% | 12.25% |
| YTD | -1.95% | 17.02% |
| 1Y | -7.78% | 57.19% |
| 3Y (ann.) | -7.74% | 59.47% |
| 5Y (ann.) | -7.74% | 59.47% |
| Metric | 11384404:btcusd:triple_med_gx:lsma85_80 | 11384404:BTCUSD |
|---|---|---|
| Max Drawdown | -7.97% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -7.97% | -4.82% |
| Avg. Drawdown Days | 365.0 | 14.0 |
| Recovery Factor | -1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -7.97 | 365 |
| Metric | 11384404:btcusd:triple_med_gx:lsma85_80 | 11384404:BTCUSD |
|---|---|---|
| Best Day | 1.71% | 9.33% |
| Worst Day | -2.52% | -9.32% |
| Best Week | 1.52% | 18.93% |
| Worst Week | -2.7% | -12.33% |
| Best Month | 1.84% | 37.42% |
| Worst Month | -2.94% | -17.69% |
| Best Year | -1.95% | 38.02% |
| Worst Year | -6.11% | 17.02% |
| Avg. Up Day | 0.67% | 0.73% |
| Avg. Down Day | -0.63% | -0.69% |
| Avg. Up Week | 1.05% | 4.43% |
| Avg. Down Week | -1.48% | -2.93% |
| Avg. Up Month | 1.02% | 9.7% |
| Avg. Down Month | -2.82% | -4.72% |
| Win Days % | 25.71% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |