| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.54% | 61.52% |
| Max Drawdown | -9.81% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.08 | 0.86 |
| Payoff Ratio | 0.78 | 0.74 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 79.44 | 2.58 |
| Outlier Loss Ratio | 2.52 | 2.57 |
| Volatility (ann.) | 6.77% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.25 | 2.02 |
| Skew | -3.24 | 0.21 |
| Kurtosis | 115.83 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.76% |
| Expected Yearly % | -1.28% | 27.09% |
| Kelly Criterion | -8.19% | -13.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11391078:BTCUSD | 11391078:btcusd:triple_med_gx:lsma80_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.59 | 0.04 | - |
| 2025 | 17.02 | -4.06 | -0.24 | - |
| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.23% | 31.76% |
| 6M | -2.96% | 12.25% |
| YTD | -4.06% | 17.02% |
| 1Y | -7.52% | 57.19% |
| 3Y (ann.) | -2.47% | 59.47% |
| 5Y (ann.) | -2.47% | 59.47% |
| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| Max Drawdown | -9.81% | -29.51% |
| Longest DD Days | 311.0 | 144.0 |
| Avg. Drawdown | -1.83% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-06-11 | -9.81 | 311 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-08-02 | 2024-08-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 5.39% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 5.39% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | 1.59% | 38.02% |
| Worst Year | -4.06% | 17.02% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.98% | -1.09% |
| Avg. Up Week | 2.5% | 4.44% |
| Avg. Down Week | -1.51% | -5.82% |
| Avg. Up Month | 3.11% | 37.42% |
| Avg. Down Month | -3.28% | -13.21% |
| Win Days % | 52.43% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |