| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -14.32% | 61.52% |
| Max Drawdown | -16.71% | -29.51% |
| Sharpe | -0.9 | 0.59 |
| Sortino | -1.08 | 0.86 |
| Payoff Ratio | 0.73 | 0.68 |
| Profit Factor | 0.53 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.15 | 0.39 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 172.96 | 2.31 |
| Outlier Loss Ratio | 3.04 | 2.51 |
| Volatility (ann.) | 4.08% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.84 | 2.02 |
| Skew | -4.03 | 0.21 |
| Kurtosis | 93.74 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.18% | 3.76% |
| Expected Yearly % | -7.44% | 27.09% |
| Kelly Criterion | -45.62% | -19.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11387039:BTCUSD | 11387039:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.58 | -0.15 | - |
| 2025 | 17.02 | -9.25 | -0.54 | - |
| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.52% | 31.76% |
| 6M | -10.77% | 12.25% |
| YTD | -9.25% | 17.02% |
| 1Y | -14.32% | 57.19% |
| 3Y (ann.) | -13.96% | 59.47% |
| 5Y (ann.) | -13.96% | 59.47% |
| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| Max Drawdown | -16.71% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -5.31% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.86 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -16.71 | 256 |
| 2024-07-24 | 2024-09-27 | -4.13 | 64 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-24 | 2024-07-24 | -0.18 | 0 |
| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 3.98% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 1.8% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | -5.58% | 38.02% |
| Worst Year | -9.25% | 17.02% |
| Avg. Up Day | 0.61% | 0.65% |
| Avg. Down Day | -0.84% | -0.96% |
| Avg. Up Week | 3.08% | 5.51% |
| Avg. Down Week | -2.29% | -3.93% |
| Avg. Up Month | 1.1% | 18.63% |
| Avg. Down Month | -2.76% | -7.67% |
| Win Days % | 38.36% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 26.67% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |