| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.31% | 61.52% |
| Max Drawdown | -8.05% | -29.51% |
| Sharpe | -0.19 | 0.59 |
| Sortino | -0.28 | 0.86 |
| Payoff Ratio | 1.07 | 1.1 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.41 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 123.14 | 2.46 |
| Outlier Loss Ratio | 3.58 | 2.51 |
| Volatility (ann.) | 3.91% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.4 | 2.02 |
| Skew | 2.33 | 0.21 |
| Kurtosis | 74.71 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.76% |
| Expected Yearly % | -1.67% | 27.09% |
| Kelly Criterion | -10.97% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.13% |
| Expected Shortfall (cVaR) | -0.34% | -2.13% |
| Year | 11388383:BTCUSD | 11388383:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.40 | -0.01 | - |
| 2025 | 17.02 | -2.92 | -0.17 | - |
| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.45% | 31.76% |
| 6M | -2.92% | 12.25% |
| YTD | -2.92% | 17.02% |
| 1Y | -3.31% | 57.19% |
| 3Y (ann.) | -3.22% | 59.47% |
| 5Y (ann.) | -3.22% | 59.47% |
| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| Max Drawdown | -8.05% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.82% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -8.05 | 264 |
| 2024-08-26 | 2024-09-19 | -2.35 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| 2024-08-24 | 2024-08-25 | -0.46 | 1 |
| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 2.68% | 18.93% |
| Worst Week | -2.56% | -12.33% |
| Best Month | 2.68% | 37.42% |
| Worst Month | -2.09% | -17.69% |
| Best Year | -0.4% | 38.02% |
| Worst Year | -2.92% | 17.02% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 1.37% | 9.02% |
| Avg. Down Week | -2.33% | -5.24% |
| Avg. Up Month | 1.9% | 5.22% |
| Avg. Down Month | -1.22% | -5.41% |
| Win Days % | 42.68% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |