| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 0.12% | 61.52% |
| Max Drawdown | -8.85% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.86 |
| Payoff Ratio | 1.18 | 1.01 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 131.21 | 2.4 |
| Outlier Loss Ratio | 3.6 | 2.22 |
| Volatility (ann.) | 4.09% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.01 | 2.02 |
| Skew | 2.36 | 0.21 |
| Kurtosis | 121.05 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.76% |
| Expected Yearly % | 0.06% | 27.09% |
| Kelly Criterion | -13.33% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11383093:BTCUSD | 11383093:btcusd:triple_med_gx:lsma65_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.91 | 0.10 | - |
| 2025 | 17.02 | -3.65 | -0.21 | - |
| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| MTD | -0.26% | 4.4% |
| 3M | -4.85% | 31.76% |
| 6M | -4.36% | 12.25% |
| YTD | -3.65% | 17.02% |
| 1Y | -1.81% | 57.19% |
| 3Y (ann.) | 0.11% | 59.47% |
| 5Y (ann.) | 0.11% | 59.47% |
| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| Max Drawdown | -8.85% | -29.51% |
| Longest DD Days | 224.0 | 144.0 |
| Avg. Drawdown | -2.39% | -4.82% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | 0.01 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-06-11 | -8.85 | 224 |
| 2024-06-20 | 2024-08-23 | -4.34 | 64 |
| 2024-06-04 | 2024-06-20 | -0.41 | 15 |
| 2024-09-09 | 2024-10-08 | -0.37 | 28 |
| 2024-10-08 | 2024-10-29 | -0.19 | 21 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.79% | -9.32% |
| Best Week | 4.09% | 18.93% |
| Worst Week | -3.9% | -12.33% |
| Best Month | 4.84% | 37.42% |
| Worst Month | -4.07% | -17.69% |
| Best Year | 3.91% | 38.02% |
| Worst Year | -3.65% | 17.02% |
| Avg. Up Day | 0.87% | 0.93% |
| Avg. Down Day | -0.74% | -0.91% |
| Avg. Up Week | 1.4% | 4.96% |
| Avg. Down Week | -2.34% | -1.94% |
| Avg. Up Month | 1.64% | 10.3% |
| Avg. Down Month | -0.78% | -7.59% |
| Win Days % | 38.57% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |