| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.34% | 61.52% |
| Max Drawdown | -12.73% | -29.51% |
| Sharpe | -0.45 | 0.59 |
| Sortino | -0.58 | 0.86 |
| Payoff Ratio | 0.85 | 0.79 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 142.84 | 2.41 |
| Outlier Loss Ratio | 2.9 | 2.39 |
| Volatility (ann.) | 4.46% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.64 | 2.02 |
| Skew | -1.6 | 0.21 |
| Kurtosis | 112.62 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.67% | 3.76% |
| Expected Yearly % | -4.26% | 27.09% |
| Kelly Criterion | -30.36% | -8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11384515:BTCUSD | 11384515:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.57 | 0.09 | - |
| 2025 | 17.02 | -11.50 | -0.68 | - |
| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.62% | 31.76% |
| 6M | -10.13% | 12.25% |
| YTD | -11.5% | 17.02% |
| 1Y | -8.34% | 57.19% |
| 3Y (ann.) | -8.13% | 59.47% |
| 5Y (ann.) | -8.13% | 59.47% |
| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| Max Drawdown | -12.73% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -5.32% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.66 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -12.73 | 177 |
| 2024-06-11 | 2024-09-26 | -6.87 | 106 |
| 2024-11-07 | 2024-12-15 | -1.52 | 37 |
| 2024-10-23 | 2024-10-23 | -0.18 | 0 |
| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 4.27% | 18.93% |
| Worst Week | -4.84% | -12.33% |
| Best Month | 4.0% | 37.42% |
| Worst Month | -4.84% | -17.69% |
| Best Year | 3.57% | 38.02% |
| Worst Year | -11.5% | 17.02% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.91% | -1.02% |
| Avg. Up Week | 1.8% | 6.34% |
| Avg. Down Week | -1.74% | -5.24% |
| Avg. Up Month | 1.79% | 9.12% |
| Avg. Down Month | -1.91% | -9.04% |
| Win Days % | 40.0% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |