| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.23% | 61.52% |
| Max Drawdown | -9.68% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.12 | 0.86 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 120.69 | 2.44 |
| Outlier Loss Ratio | 2.83 | 2.33 |
| Volatility (ann.) | 4.96% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.22 | 2.02 |
| Skew | -0.65 | 0.21 |
| Kurtosis | 125.74 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.12% | 27.09% |
| Kelly Criterion | -12.66% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11385178:BTCUSD | 11385178:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.71 | 0.12 | - |
| 2025 | 17.02 | -6.63 | -0.39 | - |
| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.68% | 31.76% |
| 6M | -4.28% | 12.25% |
| YTD | -6.63% | 17.02% |
| 1Y | -2.23% | 57.19% |
| 3Y (ann.) | -2.17% | 59.47% |
| 5Y (ann.) | -2.17% | 59.47% |
| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| Max Drawdown | -9.68% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -4.11% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2024-11-10 | -9.68 | 128 |
| 2024-12-16 | 2025-06-11 | -9.30 | 176 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 4.71% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -7.42% | -17.69% |
| Best Year | 4.71% | 38.02% |
| Worst Year | -6.63% | 17.02% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.88% | -0.95% |
| Avg. Up Week | 1.83% | 7.17% |
| Avg. Down Week | -3.32% | -3.88% |
| Avg. Up Month | 2.02% | 17.44% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 40.0% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |