| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -12.7% | 61.52% |
| Max Drawdown | -16.42% | -29.51% |
| Sharpe | -0.61 | 0.59 |
| Sortino | -0.73 | 0.86 |
| Payoff Ratio | 0.76 | 0.76 |
| Profit Factor | 0.71 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.24 | 0.44 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 103.52 | 2.57 |
| Outlier Loss Ratio | 3.29 | 2.68 |
| Volatility (ann.) | 5.21% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.75 | 2.02 |
| Skew | -4.82 | 0.21 |
| Kurtosis | 81.47 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.04% | 3.76% |
| Expected Yearly % | -6.56% | 27.09% |
| Kelly Criterion | -28.67% | -11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11384407:BTCUSD | 11384407:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.18 | -0.06 | - |
| 2025 | 17.02 | -10.75 | -0.63 | - |
| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.05% | 31.76% |
| 6M | -14.18% | 12.25% |
| YTD | -10.75% | 17.02% |
| 1Y | -12.7% | 57.19% |
| 3Y (ann.) | -12.38% | 59.47% |
| 5Y (ann.) | -12.38% | 59.47% |
| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| Max Drawdown | -16.42% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -4.54% | -4.82% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.77 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -16.42 | 256 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-07-26 | 2024-09-26 | -1.91 | 61 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| Best Day | 2.14% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 2.44% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 1.81% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | -2.18% | 38.02% |
| Worst Year | -10.75% | 17.02% |
| Avg. Up Day | 0.63% | 0.65% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 1.88% | 6.14% |
| Avg. Down Week | -2.91% | -4.18% |
| Avg. Up Month | 1.6% | 20.26% |
| Avg. Down Month | -3.99% | -7.67% |
| Win Days % | 44.25% | 51.9% |
| Win Month % | 20.0% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |