| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -8.86% | 61.52% |
| Max Drawdown | -12.75% | -29.51% |
| Sharpe | -0.47 | 0.59 |
| Sortino | -0.57 | 0.86 |
| Payoff Ratio | 0.75 | 0.72 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.41 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 174.18 | 2.35 |
| Outlier Loss Ratio | 2.21 | 2.24 |
| Volatility (ann.) | 4.53% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.68 | 2.02 |
| Skew | -6.16 | 0.21 |
| Kurtosis | 148.89 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.71% | 3.76% |
| Expected Yearly % | -4.53% | 27.09% |
| Kelly Criterion | -32.29% | -14.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11385484:BTCUSD | 11385484:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.69 | -0.07 | - |
| 2025 | 17.02 | -6.34 | -0.37 | - |
| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.5% | 31.76% |
| 6M | -6.34% | 12.25% |
| YTD | -6.34% | 17.02% |
| 1Y | -10.91% | 57.19% |
| 3Y (ann.) | -8.63% | 59.47% |
| 5Y (ann.) | -8.63% | 59.47% |
| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| Max Drawdown | -12.75% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.26% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -12.75 | 370 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 5.01% | 18.93% |
| Worst Week | -4.92% | -12.33% |
| Best Month | 5.01% | 37.42% |
| Worst Month | -4.92% | -17.69% |
| Best Year | -2.69% | 38.02% |
| Worst Year | -6.34% | 17.02% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -1.02% | -1.09% |
| Avg. Up Week | 1.97% | 3.91% |
| Avg. Down Week | -3.4% | -3.99% |
| Avg. Up Month | 0.07% | 10.89% |
| Avg. Down Month | -2.48% | -13.21% |
| Win Days % | 43.4% | 51.9% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |