| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.48% | 61.52% |
| Max Drawdown | -14.68% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.02 | 0.86 |
| Payoff Ratio | 1.27 | 1.33 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.76 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 105.0 | 2.47 |
| Outlier Loss Ratio | 3.04 | 2.39 |
| Volatility (ann.) | 5.97% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.03 | 2.02 |
| Skew | 8.96 | 0.21 |
| Kurtosis | 296.04 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.76% |
| Expected Yearly % | -0.24% | 27.09% |
| Kelly Criterion | -6.37% | 15.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11381437:BTCUSD | 11381437:btcusd:triple_med_gx:lsma80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.73 | 0.41 | - |
| 2025 | 17.02 | -14.01 | -0.82 | - |
| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.92% | 31.76% |
| 6M | -14.01% | 12.25% |
| YTD | -14.01% | 17.02% |
| 1Y | -0.48% | 57.19% |
| 3Y (ann.) | -0.47% | 59.47% |
| 5Y (ann.) | -0.47% | 59.47% |
| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.71% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | -0.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -14.68 | 155 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-10-18 | 2024-11-05 | -1.23 | 17 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-10-17 | 2024-10-18 | -0.18 | 0 |
| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -6.88% | -12.33% |
| Best Month | 9.72% | 37.42% |
| Worst Month | -6.88% | -17.69% |
| Best Year | 15.73% | 38.02% |
| Worst Year | -14.01% | 17.02% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.8% | -0.78% |
| Avg. Up Week | 3.94% | 8.23% |
| Avg. Down Week | -2.89% | -5.44% |
| Avg. Up Month | 4.65% | 18.55% |
| Avg. Down Month | -3.0% | -9.89% |
| Win Days % | 40.54% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |