| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.84% | 61.52% |
| Max Drawdown | -12.31% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.09 | 0.86 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 95.55 | 2.52 |
| Outlier Loss Ratio | 3.83 | 2.48 |
| Volatility (ann.) | 5.09% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.15 | 2.02 |
| Skew | 1.1 | 0.21 |
| Kurtosis | 91.66 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 3.76% |
| Expected Yearly % | -0.92% | 27.09% |
| Kelly Criterion | -7.65% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11384510:BTCUSD | 11384510:btcusd:triple_med_gx:lsma65_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.90 | 0.08 | - |
| 2025 | 17.02 | -4.60 | -0.27 | - |
| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.4% |
| 3M | -7.49% | 31.76% |
| 6M | -7.89% | 12.25% |
| YTD | -4.6% | 17.02% |
| 1Y | -3.0% | 57.19% |
| 3Y (ann.) | -1.79% | 59.47% |
| 5Y (ann.) | -1.79% | 59.47% |
| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| Max Drawdown | -12.31% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -1.85% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-06-11 | -12.31 | 245 |
| 2024-06-20 | 2024-08-23 | -4.00 | 64 |
| 2024-09-10 | 2024-09-26 | -0.45 | 15 |
| 2024-08-24 | 2024-09-07 | -0.44 | 14 |
| 2024-09-07 | 2024-09-08 | -0.42 | 1 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-09-08 | 2024-09-08 | -0.08 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 5.79% | 18.93% |
| Worst Week | -5.42% | -12.33% |
| Best Month | 7.84% | 37.42% |
| Worst Month | -5.42% | -17.69% |
| Best Year | 2.9% | 38.02% |
| Worst Year | -4.6% | 17.02% |
| Avg. Up Day | 0.7% | 0.74% |
| Avg. Down Day | -0.64% | -0.69% |
| Avg. Up Week | 2.29% | 5.09% |
| Avg. Down Week | -1.85% | -3.95% |
| Avg. Up Month | 3.24% | 7.15% |
| Avg. Down Month | -2.42% | -9.42% |
| Win Days % | 43.64% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |