| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -1.4% | 61.52% |
| Max Drawdown | -11.56% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.86 |
| Payoff Ratio | 1.27 | 1.27 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.72 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 96.07 | 2.62 |
| Outlier Loss Ratio | 3.19 | 2.51 |
| Volatility (ann.) | 6.16% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.12 | 2.02 |
| Skew | 7.86 | 0.21 |
| Kurtosis | 260.74 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.76% |
| Expected Yearly % | -0.7% | 27.09% |
| Kelly Criterion | -5.55% | 14.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11381468:BTCUSD | 11381468:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.79 | 0.20 | - |
| 2025 | 17.02 | -8.52 | -0.50 | - |
| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.2% | 31.76% |
| 6M | -8.52% | 12.25% |
| YTD | -8.52% | 17.02% |
| 1Y | -1.4% | 57.19% |
| 3Y (ann.) | -1.36% | 59.47% |
| 5Y (ann.) | -1.36% | 59.47% |
| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| Max Drawdown | -11.56% | -29.51% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-06-11 | -11.56 | 217 |
| 2024-08-20 | 2024-08-22 | -3.68 | 2 |
| 2024-08-22 | 2024-09-17 | -2.28 | 26 |
| 2024-09-17 | 2024-11-06 | -2.19 | 49 |
| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 6.12% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 7.79% | 38.02% |
| Worst Year | -8.52% | 17.02% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.7% | 6.15% |
| Avg. Down Week | -2.54% | -6.18% |
| Avg. Up Month | 2.52% | 16.69% |
| Avg. Down Month | -1.17% | -9.5% |
| Win Days % | 40.91% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |