| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.12% | 75.42% |
| Max Drawdown | -9.73% | -29.51% |
| Sharpe | -0.08 | 0.63 |
| Sortino | -0.11 | 0.92 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.41 | 0.57 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 129.98 | 2.49 |
| Outlier Loss Ratio | 3.08 | 2.23 |
| Volatility (ann.) | 4.44% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.19 | 2.19 |
| Skew | -2.62 | 0.2 |
| Kurtosis | 115.62 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.15% | 4.1% |
| Expected Yearly % | -1.07% | 32.45% |
| Kelly Criterion | -14.78% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.07% |
| Expected Shortfall (cVaR) | -0.38% | -2.07% |
| Year | 11381067:BTCUSD | 11381067:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.66 | -0.02 | - |
| 2025 | 27.10 | -1.47 | -0.05 | - |
| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| MTD | 0.61% | 10.71% |
| 3M | 2.2% | 41.88% |
| 6M | -3.8% | 22.91% |
| YTD | -1.47% | 27.1% |
| 1Y | -4.96% | 82.29% |
| 3Y (ann.) | -1.88% | 64.73% |
| 5Y (ann.) | -1.88% | 64.73% |
| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| Max Drawdown | -9.73% | -29.51% |
| Longest DD Days | 320.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.71% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.22 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-31 | 2025-07-17 | -9.73 | 320 |
| 2024-07-10 | 2024-08-21 | -2.31 | 42 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-06-27 | 2024-06-30 | -0.77 | 3 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-26 | 2024-06-27 | -0.29 | 0 |
| 2024-06-13 | 2024-06-14 | -0.18 | 0 |
| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 3.73% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 3.73% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | -0.66% | 38.02% |
| Worst Year | -1.47% | 27.1% |
| Avg. Up Day | 0.82% | 0.91% |
| Avg. Down Day | -0.78% | -0.91% |
| Avg. Up Week | 1.35% | 6.44% |
| Avg. Down Week | -2.38% | -6.02% |
| Avg. Up Month | 1.49% | 14.36% |
| Avg. Down Month | -3.42% | -7.67% |
| Win Days % | 41.03% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 60.87% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |