| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -10.06% | 61.52% |
| Max Drawdown | -12.9% | -29.51% |
| Sharpe | -0.44 | 0.59 |
| Sortino | -0.59 | 0.86 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.31 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 108.37 | 2.52 |
| Outlier Loss Ratio | 3.12 | 2.59 |
| Volatility (ann.) | 5.52% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.76 | 2.02 |
| Skew | -1.14 | 0.21 |
| Kurtosis | 92.08 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.81% | 3.76% |
| Expected Yearly % | -5.16% | 27.09% |
| Kelly Criterion | -19.23% | 10.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11385179:BTCUSD | 11385179:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.15 | 0.06 | - |
| 2025 | 17.02 | -11.94 | -0.70 | - |
| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.95% | 31.76% |
| 6M | -8.51% | 12.25% |
| YTD | -11.94% | 17.02% |
| 1Y | -10.06% | 57.19% |
| 3Y (ann.) | -9.8% | 59.47% |
| 5Y (ann.) | -9.8% | 59.47% |
| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| Max Drawdown | -12.9% | -29.51% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -5.93% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.78 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-06-11 | -12.90 | 155 |
| 2024-07-04 | 2024-12-16 | -9.70 | 164 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 5.2% | 18.93% |
| Worst Week | -9.84% | -12.33% |
| Best Month | 5.2% | 37.42% |
| Worst Month | -9.84% | -17.69% |
| Best Year | 2.15% | 38.02% |
| Worst Year | -11.94% | 17.02% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 1.96% | 8.52% |
| Avg. Down Week | -3.3% | -3.38% |
| Avg. Up Month | 2.46% | 19.63% |
| Avg. Down Month | -1.2% | -9.5% |
| Win Days % | 35.29% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |