| Metric | 11384007:btcusd:triple_med_gx:lsma70_75 | 11384007:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -5.74% | 61.52% |
| Max Drawdown | -9.39% | -29.51% |
| Sharpe | -0.51 | 0.59 |
| Sortino | -0.61 | 0.86 |
| Payoff Ratio | 0.83 | 0.63 |
| Profit Factor | 0.58 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.17 | 0.36 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 359.41 | 2.14 |
| Outlier Loss Ratio | 2.65 | 2.17 |
| Volatility (ann.) | 2.73% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.6 | 2.02 |
| Skew | -8.12 | 0.21 |
| Kurtosis | 232.47 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.45% | 3.76% |
| Expected Yearly % | -2.91% | 27.09% |
| Kelly Criterion | -39.78% | -24.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11384007:BTCUSD | 11384007:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.54 | 0.04 | - |
| 2025 | 17.02 | -7.17 | -0.42 | - |
| Metric | 11384007:btcusd:triple_med_gx:lsma70_75 | 11384007:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.5% | 31.76% |
| 6M | -7.17% | 12.25% |
| YTD | -7.17% | 17.02% |
| 1Y | -7.21% | 57.19% |
| 3Y (ann.) | -5.59% | 59.47% |
| 5Y (ann.) | -5.59% | 59.47% |
| Metric | 11384007:btcusd:triple_med_gx:lsma70_75 | 11384007:BTCUSD |
|---|---|---|
| Max Drawdown | -9.39% | -29.51% |
| Longest DD Days | 278.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.82% |
| Avg. Drawdown Days | 78.0 | 14.0 |
| Recovery Factor | -0.61 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-06 | 2025-06-11 | -9.39 | 278 |
| 2024-08-02 | 2024-09-06 | -0.18 | 34 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-07-12 | 2024-07-12 | -0.18 | 0 |
| Metric | 11384007:btcusd:triple_med_gx:lsma70_75 | 11384007:BTCUSD |
|---|---|---|
| Best Day | 1.83% | 9.33% |
| Worst Day | -3.15% | -9.32% |
| Best Week | 1.65% | 18.93% |
| Worst Week | -3.95% | -12.33% |
| Best Month | 1.59% | 37.42% |
| Worst Month | -3.33% | -17.69% |
| Best Year | 1.54% | 38.02% |
| Worst Year | -7.17% | 17.02% |
| Avg. Up Day | 0.71% | 0.81% |
| Avg. Down Day | -0.86% | -1.28% |
| Avg. Up Week | 1.45% | 2.42% |
| Avg. Down Week | -1.33% | -5.23% |
| Avg. Up Month | 1.3% | 3.1% |
| Avg. Down Month | -0.36% | -13.21% |
| Win Days % | 36.67% | 51.9% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |