| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -6.05% | 61.52% |
| Max Drawdown | -11.97% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.5 | 0.86 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.31 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 156.93 | 2.26 |
| Outlier Loss Ratio | 2.95 | 2.32 |
| Volatility (ann.) | 4.15% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.49 | 2.02 |
| Skew | 2.28 | 0.21 |
| Kurtosis | 116.5 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.48% | 3.76% |
| Expected Yearly % | -3.07% | 27.09% |
| Kelly Criterion | -21.14% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11385250:BTCUSD | 11385250:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.06 | 0.13 | - |
| 2025 | 17.02 | -10.58 | -0.62 | - |
| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.24% | 31.76% |
| 6M | -10.58% | 12.25% |
| YTD | -10.58% | 17.02% |
| 1Y | -6.05% | 57.19% |
| 3Y (ann.) | -5.9% | 59.47% |
| 5Y (ann.) | -5.9% | 59.47% |
| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| Max Drawdown | -11.97% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -4.71% | -4.82% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | -0.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -11.97 | 154 |
| 2024-08-20 | 2024-09-17 | -3.85 | 28 |
| 2024-09-17 | 2024-11-10 | -2.83 | 53 |
| 2024-08-19 | 2024-08-20 | -0.18 | 0 |
| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 3.92% | 18.93% |
| Worst Week | -4.28% | -12.33% |
| Best Month | 3.92% | 37.42% |
| Worst Month | -4.28% | -17.69% |
| Best Year | 5.06% | 38.02% |
| Worst Year | -10.58% | 17.02% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.83% | -0.91% |
| Avg. Up Week | 3.52% | 11.66% |
| Avg. Down Week | -1.99% | -2.54% |
| Avg. Up Month | 3.52% | 22.39% |
| Avg. Down Month | -1.69% | -9.5% |
| Win Days % | 35.71% | 51.9% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |