| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -16.38% | 61.52% |
| Max Drawdown | -20.7% | -29.51% |
| Sharpe | -0.83 | 0.59 |
| Sortino | -1.01 | 0.86 |
| Payoff Ratio | 0.77 | 0.72 |
| Profit Factor | 0.62 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.2 | 0.41 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 111.45 | 2.54 |
| Outlier Loss Ratio | 3.32 | 2.68 |
| Volatility (ann.) | 5.06% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.77 | 2.02 |
| Skew | -3.67 | 0.21 |
| Kurtosis | 80.94 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.37% | 3.76% |
| Expected Yearly % | -8.56% | 27.09% |
| Kelly Criterion | -34.03% | -15.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11384245:BTCUSD | 11384245:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.49 | 0.12 | - |
| 2025 | 17.02 | -19.98 | -1.17 | - |
| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.79% | 31.76% |
| 6M | -19.36% | 12.25% |
| YTD | -19.98% | 17.02% |
| 1Y | -16.38% | 57.19% |
| 3Y (ann.) | -15.98% | 59.47% |
| 5Y (ann.) | -15.98% | 59.47% |
| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| Max Drawdown | -20.7% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -5.88% | -4.82% |
| Avg. Drawdown Days | 63.0 | 14.0 |
| Recovery Factor | -0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-11 | -20.70 | 201 |
| 2024-07-24 | 2024-09-26 | -5.03 | 63 |
| 2024-09-28 | 2024-11-21 | -3.09 | 53 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 6.25% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 4.62% | 37.42% |
| Worst Month | -10.88% | -17.69% |
| Best Year | 4.49% | 38.02% |
| Worst Year | -19.98% | 17.02% |
| Avg. Up Day | 0.62% | 0.63% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 3.54% | 5.05% |
| Avg. Down Week | -2.21% | -4.39% |
| Avg. Up Month | 2.7% | 19.63% |
| Avg. Down Month | -3.03% | -9.5% |
| Win Days % | 41.59% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 27.78% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |