| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -4.08% | 61.16% |
| Max Drawdown | -8.51% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.29 | 0.85 |
| Payoff Ratio | 0.8 | 0.9 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.2 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 332.4 | 2.14 |
| Outlier Loss Ratio | 3.69 | 2.17 |
| Volatility (ann.) | 3.58% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.47 | 2.0 |
| Skew | -24.86 | 0.21 |
| Kurtosis | 898.63 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.74% |
| Expected Yearly % | -2.06% | 26.95% |
| Kelly Criterion | -42.15% | -1.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11393118:BTCUSD | 11393118:btcusd:triple_med_gx:lsma105_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.85 | 0.10 | - |
| 2025 | 16.76 | -7.64 | -0.46 | - |
| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -1.56% | 31.46% |
| 6M | -8.51% | 12.77% |
| YTD | -7.64% | 16.76% |
| 1Y | -5.1% | 56.84% |
| 3Y (ann.) | -3.97% | 59.12% |
| 5Y (ann.) | -3.97% | 59.12% |
| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| Max Drawdown | -8.51% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -1.44% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-06-11 | -8.51 | 179 |
| 2024-12-07 | 2024-12-10 | -0.51 | 2 |
| 2024-06-30 | 2024-09-12 | -0.34 | 73 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| 2024-10-14 | 2024-10-14 | -0.18 | 0 |
| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| Best Day | 1.95% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 1.77% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 1.77% | 37.42% |
| Worst Month | -7.01% | -17.69% |
| Best Year | 3.85% | 38.02% |
| Worst Year | -7.64% | 16.76% |
| Avg. Up Day | 0.6% | 0.73% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 1.04% | 6.17% |
| Avg. Down Week | -1.91% | -4.04% |
| Avg. Up Month | 1.23% | 18.55% |
| Avg. Down Month | -2.62% | -4.68% |
| Win Days % | 36.84% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |