| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -17.04% | 61.16% |
| Max Drawdown | -20.08% | -29.51% |
| Sharpe | -0.93 | 0.59 |
| Sortino | -1.05 | 0.85 |
| Payoff Ratio | 0.63 | 0.64 |
| Profit Factor | 0.52 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.13 | 0.36 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 159.4 | 2.42 |
| Outlier Loss Ratio | 2.93 | 2.49 |
| Volatility (ann.) | 4.75% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.83 | 2.0 |
| Skew | -8.59 | 0.21 |
| Kurtosis | 161.14 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.43% | 3.74% |
| Expected Yearly % | -8.92% | 26.95% |
| Kelly Criterion | -51.6% | -23.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11392580:BTCUSD | 11392580:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.39 | -0.17 | - |
| 2025 | 16.76 | -11.38 | -0.68 | - |
| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.15% | 31.46% |
| 6M | -14.13% | 12.77% |
| YTD | -11.38% | 16.76% |
| 1Y | -17.63% | 56.84% |
| 3Y (ann.) | -16.63% | 59.12% |
| 5Y (ann.) | -16.63% | 59.12% |
| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.32% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.85 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.08 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| Best Day | 2.39% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 2.59% | 18.93% |
| Worst Week | -4.66% | -12.33% |
| Best Month | 2.59% | 37.42% |
| Worst Month | -4.85% | -17.69% |
| Best Year | -6.39% | 38.02% |
| Worst Year | -11.38% | 16.76% |
| Avg. Up Day | 0.54% | 0.57% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 1.38% | 2.59% |
| Avg. Down Week | -2.59% | -4.56% |
| Avg. Up Month | 2.59% | 3.1% |
| Avg. Down Month | -4.12% | -9.88% |
| Win Days % | 41.38% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 26.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |