| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -7.43% | 61.52% |
| Max Drawdown | -12.7% | -29.51% |
| Sharpe | -0.39 | 0.59 |
| Sortino | -0.46 | 0.86 |
| Payoff Ratio | 0.66 | 0.59 |
| Profit Factor | 0.71 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.34 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 174.65 | 2.43 |
| Outlier Loss Ratio | 2.53 | 2.24 |
| Volatility (ann.) | 4.53% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.57 | 2.02 |
| Skew | -10.09 | 0.21 |
| Kurtosis | 275.37 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.76% |
| Expected Yearly % | -3.79% | 27.09% |
| Kelly Criterion | -31.48% | -29.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11388100:BTCUSD | 11388100:btcusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.39 | -0.04 | - |
| 2025 | 17.02 | -6.12 | -0.36 | - |
| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.31% | 31.76% |
| 6M | -6.12% | 12.25% |
| YTD | -6.12% | 17.02% |
| 1Y | -8.72% | 57.19% |
| 3Y (ann.) | -7.24% | 59.47% |
| 5Y (ann.) | -7.24% | 59.47% |
| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| Max Drawdown | -12.7% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -6.44% | -4.82% |
| Avg. Drawdown Days | 186.0 | 14.0 |
| Recovery Factor | -0.59 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-06-11 | -12.70 | 372 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.94% | 18.93% |
| Worst Week | -5.3% | -12.33% |
| Best Month | 3.94% | 37.42% |
| Worst Month | -9.13% | -17.69% |
| Best Year | -1.39% | 38.02% |
| Worst Year | -6.12% | 17.02% |
| Avg. Up Day | 0.6% | 0.63% |
| Avg. Down Day | -0.91% | -1.06% |
| Avg. Up Week | 1.41% | 2.6% |
| Avg. Down Week | -2.03% | -7.15% |
| Avg. Up Month | 2.02% | 25.77% |
| Avg. Down Month | -5.35% | -13.21% |
| Win Days % | 47.62% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 30.77% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |