| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -9.64% | 61.52% |
| Max Drawdown | -11.69% | -29.51% |
| Sharpe | -0.85 | 0.59 |
| Sortino | -0.99 | 0.86 |
| Payoff Ratio | 0.81 | 0.76 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.16 | 0.43 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 248.27 | 2.3 |
| Outlier Loss Ratio | 3.95 | 2.31 |
| Volatility (ann.) | 2.85% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.8 | 2.02 |
| Skew | -6.18 | 0.21 |
| Kurtosis | 111.75 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.78% | 3.76% |
| Expected Yearly % | -4.94% | 27.09% |
| Kelly Criterion | -41.63% | -11.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.13% |
| Expected Shortfall (cVaR) | -0.25% | -2.13% |
| Year | 11384243:BTCUSD | 11384243:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.34 | 0.01 | - |
| 2025 | 17.02 | -9.94 | -0.58 | - |
| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.04% | 31.76% |
| 6M | -9.94% | 12.25% |
| YTD | -9.94% | 17.02% |
| 1Y | -9.64% | 57.19% |
| 3Y (ann.) | -9.39% | 59.47% |
| 5Y (ann.) | -9.39% | 59.47% |
| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -29.51% |
| Longest DD Days | 204.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.82% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-18 | 2025-06-11 | -11.69 | 204 |
| 2024-09-25 | 2024-11-18 | -1.78 | 54 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-23 | 2024-09-24 | -0.34 | 0 |
| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| Best Day | 1.51% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 0.95% | 18.93% |
| Worst Week | -4.21% | -12.33% |
| Best Month | 0.65% | 37.42% |
| Worst Month | -6.84% | -17.69% |
| Best Year | 0.34% | 38.02% |
| Worst Year | -9.94% | 17.02% |
| Avg. Up Day | 0.48% | 0.5% |
| Avg. Down Day | -0.59% | -0.66% |
| Avg. Up Week | 0.62% | 4.24% |
| Avg. Down Week | -1.29% | -3.97% |
| Avg. Up Month | 0.45% | 8.19% |
| Avg. Down Month | -1.05% | -9.89% |
| Win Days % | 36.76% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 26.67% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |