| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -12.63% | 79.62% |
| Max Drawdown | -16.97% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.57 | 0.96 |
| Payoff Ratio | 0.93 | 0.86 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.32 | 0.49 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 71.98 | 2.8 |
| Outlier Loss Ratio | 3.6 | 2.84 |
| Volatility (ann.) | 6.14% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.67 | 2.33 |
| Skew | -3.67 | 0.2 |
| Kurtosis | 62.1 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.96% | 4.27% |
| Expected Yearly % | -6.53% | 34.02% |
| Kelly Criterion | -18.89% | -4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11380948:BTCUSD | 11380948:btcusd:triple_med_gx:lsma80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.52 | -0.07 | - |
| 2025 | 30.14 | -10.37 | -0.34 | - |
| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| MTD | -1.22% | 13.36% |
| 3M | -4.58% | 45.08% |
| 6M | -10.0% | 28.47% |
| YTD | -10.37% | 30.14% |
| 1Y | -8.64% | 105.13% |
| 3Y (ann.) | -11.38% | 68.87% |
| 5Y (ann.) | -11.38% | 68.87% |
| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| Max Drawdown | -16.97% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -16.97 | 212 |
| 2024-06-08 | 2024-08-21 | -6.57 | 74 |
| 2024-09-25 | 2024-11-20 | -3.05 | 56 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-31 | 2024-09-22 | -0.52 | 22 |
| 2024-08-30 | 2024-08-30 | -0.18 | 0 |
| 2024-12-11 | 2024-12-11 | -0.18 | 0 |
| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| Best Day | 2.79% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 3.52% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 4.24% | 37.42% |
| Worst Month | -6.4% | -17.69% |
| Best Year | -2.52% | 38.02% |
| Worst Year | -10.37% | 30.14% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.77% | -0.87% |
| Avg. Up Week | 1.68% | 5.96% |
| Avg. Down Week | -2.58% | -4.58% |
| Avg. Up Month | 2.77% | 15.5% |
| Avg. Down Month | -5.43% | -9.42% |
| Win Days % | 42.6% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |