| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.85% | 61.16% |
| Max Drawdown | -12.87% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 0.89 | 0.9 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 87.56 | 2.61 |
| Outlier Loss Ratio | 2.23 | 2.46 |
| Volatility (ann.) | 7.54% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.29 | 2.0 |
| Skew | -5.83 | 0.21 |
| Kurtosis | 274.03 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.3% | 3.74% |
| Expected Yearly % | -1.95% | 26.95% |
| Kelly Criterion | -10.31% | -1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11392910:BTCUSD | 11392910:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.26 | -0.11 | - |
| 2025 | 16.76 | 0.42 | 0.03 | - |
| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.36% | 31.46% |
| 6M | 0.42% | 12.77% |
| YTD | 0.42% | 16.76% |
| 1Y | -3.65% | 56.84% |
| 3Y (ann.) | -3.75% | 59.12% |
| 5Y (ann.) | -3.75% | 59.12% |
| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| Max Drawdown | -12.87% | -29.51% |
| Longest DD Days | 273.0 | 144.0 |
| Avg. Drawdown | -5.13% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-06-11 | -12.87 | 273 |
| 2024-06-09 | 2024-09-09 | -12.26 | 91 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 3.52% | 18.93% |
| Worst Week | -3.45% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -3.45% | -17.69% |
| Best Year | 0.42% | 38.02% |
| Worst Year | -4.26% | 16.76% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -1.09% | -1.09% |
| Avg. Up Week | 2.8% | 6.77% |
| Avg. Down Week | -2.06% | -3.84% |
| Avg. Up Month | 3.44% | 10.73% |
| Avg. Down Month | -1.73% | -9.25% |
| Win Days % | 48.19% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |