| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -2.87% | 61.52% |
| Max Drawdown | -6.66% | -29.51% |
| Sharpe | -0.21 | 0.59 |
| Sortino | -0.29 | 0.86 |
| Payoff Ratio | 0.91 | 0.83 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 196.21 | 2.31 |
| Outlier Loss Ratio | 3.3 | 2.21 |
| Volatility (ann.) | 3.11% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.42 | 2.02 |
| Skew | 1.25 | 0.21 |
| Kurtosis | 140.26 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.76% |
| Expected Yearly % | -1.45% | 27.09% |
| Kelly Criterion | -18.53% | -6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11385421:BTCUSD | 11385421:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.05 | 0.05 | - |
| 2025 | 17.02 | -4.83 | -0.28 | - |
| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.81% | 31.76% |
| 6M | -4.83% | 12.25% |
| YTD | -4.83% | 17.02% |
| 1Y | -2.87% | 57.19% |
| 3Y (ann.) | -2.8% | 59.47% |
| 5Y (ann.) | -2.8% | 59.47% |
| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| Max Drawdown | -6.66% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | -0.43 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -6.66 | 233 |
| 2024-08-22 | 2024-09-18 | -2.10 | 27 |
| 2024-10-19 | 2024-10-20 | -0.42 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 3.25% | 18.93% |
| Worst Week | -3.86% | -12.33% |
| Best Month | 3.25% | 37.42% |
| Worst Month | -3.89% | -17.69% |
| Best Year | 2.05% | 38.02% |
| Worst Year | -4.83% | 17.02% |
| Avg. Up Day | 0.64% | 0.66% |
| Avg. Down Day | -0.7% | -0.8% |
| Avg. Up Week | 1.29% | 5.25% |
| Avg. Down Week | -0.94% | -3.11% |
| Avg. Up Month | 1.6% | 8.19% |
| Avg. Down Month | -1.35% | -8.73% |
| Win Days % | 43.64% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |