| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -2.25% | 61.52% |
| Max Drawdown | -8.15% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.17 | 0.86 |
| Payoff Ratio | 1.11 | 0.97 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 178.18 | 2.25 |
| Outlier Loss Ratio | 3.81 | 2.17 |
| Volatility (ann.) | 3.71% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.27 | 2.02 |
| Skew | -5.07 | 0.21 |
| Kurtosis | 214.54 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.13% | 27.09% |
| Kelly Criterion | -19.24% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11383430:BTCUSD | 11383430:btcusd:triple_med_gx:lsma80_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.96 | 0.03 | - |
| 2025 | 17.02 | -3.17 | -0.19 | - |
| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.83% | 31.76% |
| 6M | -6.44% | 12.25% |
| YTD | -3.17% | 17.02% |
| 1Y | -2.25% | 57.19% |
| 3Y (ann.) | -2.19% | 59.47% |
| 5Y (ann.) | -2.19% | 59.47% |
| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| Max Drawdown | -8.15% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.28 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -8.15 | 179 |
| 2024-06-26 | 2024-07-10 | -1.17 | 13 |
| 2024-09-25 | 2024-12-13 | -1.04 | 79 |
| 2024-08-31 | 2024-09-24 | -0.70 | 24 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-26 | 2024-08-21 | -0.28 | 26 |
| 2024-07-25 | 2024-07-26 | -0.18 | 0 |
| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| Best Day | 2.79% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 2.83% | 18.93% |
| Worst Week | -4.16% | -12.33% |
| Best Month | 3.31% | 37.42% |
| Worst Month | -5.06% | -17.69% |
| Best Year | 0.96% | 38.02% |
| Worst Year | -3.17% | 17.02% |
| Avg. Up Day | 0.74% | 0.82% |
| Avg. Down Day | -0.67% | -0.84% |
| Avg. Up Week | 1.17% | 5.52% |
| Avg. Down Week | -1.75% | -5.71% |
| Avg. Up Month | 1.43% | 14.34% |
| Avg. Down Month | -2.48% | -7.59% |
| Win Days % | 37.29% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |