| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -6.24% | 61.52% |
| Max Drawdown | -11.67% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.32 | 0.86 |
| Payoff Ratio | 0.78 | 0.67 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.29 | 0.38 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 113.49 | 2.46 |
| Outlier Loss Ratio | 2.66 | 2.4 |
| Volatility (ann.) | 5.72% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.52 | 2.02 |
| Skew | -2.21 | 0.21 |
| Kurtosis | 145.6 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.49% | 3.76% |
| Expected Yearly % | -3.17% | 27.09% |
| Kelly Criterion | -24.25% | -20.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11391050:BTCUSD | 11391050:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.36 | -0.14 | - |
| 2025 | 17.02 | -0.93 | -0.05 | - |
| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -8.15% | 31.76% |
| 6M | -0.89% | 12.25% |
| YTD | -0.93% | 17.02% |
| 1Y | -9.0% | 57.19% |
| 3Y (ann.) | -6.08% | 59.47% |
| 5Y (ann.) | -6.08% | 59.47% |
| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| Max Drawdown | -11.67% | -29.51% |
| Longest DD Days | 311.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.53 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-06-11 | -11.67 | 311 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-08-03 | 2024-08-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 5.36% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 6.48% | 37.42% |
| Worst Month | -6.52% | -17.69% |
| Best Year | -0.93% | 38.02% |
| Worst Year | -5.36% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -1.0% | -1.19% |
| Avg. Up Week | 2.16% | 2.76% |
| Avg. Down Week | -2.56% | -3.76% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -6.52% | -8.73% |
| Win Days % | 45.57% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |