| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -5.46% | 61.52% |
| Max Drawdown | -7.82% | -29.51% |
| Sharpe | -0.42 | 0.59 |
| Sortino | -0.53 | 0.86 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 0.64 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 284.56 | 2.14 |
| Outlier Loss Ratio | 2.98 | 2.17 |
| Volatility (ann.) | 3.12% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.68 | 2.02 |
| Skew | -5.57 | 0.21 |
| Kurtosis | 277.8 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.43% | 3.76% |
| Expected Yearly % | -2.77% | 27.09% |
| Kelly Criterion | -32.42% | -0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11385177:BTCUSD | 11385177:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.05 | 0.00 | - |
| 2025 | 17.02 | -5.51 | -0.32 | - |
| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.12% | 31.76% |
| 6M | -5.3% | 12.25% |
| YTD | -5.51% | 17.02% |
| 1Y | -5.46% | 57.19% |
| 3Y (ann.) | -5.32% | 59.47% |
| 5Y (ann.) | -5.32% | 59.47% |
| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| Max Drawdown | -7.82% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -4.36% | -4.82% |
| Avg. Drawdown Days | 112.0 | 14.0 |
| Recovery Factor | -0.7 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -7.82 | 177 |
| 2024-07-10 | 2024-12-15 | -5.09 | 158 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 2.98% | 18.93% |
| Worst Week | -5.28% | -12.33% |
| Best Month | 2.98% | 37.42% |
| Worst Month | -5.28% | -17.69% |
| Best Year | 0.05% | 38.02% |
| Worst Year | -5.51% | 17.02% |
| Avg. Up Day | 0.75% | 0.84% |
| Avg. Down Day | -0.79% | -0.92% |
| Avg. Up Week | 1.26% | 9.9% |
| Avg. Down Week | -1.86% | -2.7% |
| Avg. Up Month | 1.26% | 20.81% |
| Avg. Down Month | -0.86% | -9.5% |
| Win Days % | 35.14% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |