| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -9.9% | 61.52% |
| Max Drawdown | -13.16% | -29.51% |
| Sharpe | -0.52 | 0.59 |
| Sortino | -0.66 | 0.86 |
| Payoff Ratio | 0.84 | 0.87 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 114.28 | 2.55 |
| Outlier Loss Ratio | 3.41 | 2.64 |
| Volatility (ann.) | 4.63% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.73 | 2.02 |
| Skew | -3.16 | 0.21 |
| Kurtosis | 58.77 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.8% | 3.76% |
| Expected Yearly % | -5.08% | 27.09% |
| Kelly Criterion | -23.66% | -3.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11384408:BTCUSD | 11384408:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.17 | 0.00 | - |
| 2025 | 17.02 | -10.05 | -0.59 | - |
| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.3% | 31.76% |
| 6M | -9.9% | 12.25% |
| YTD | -10.05% | 17.02% |
| 1Y | -9.9% | 57.19% |
| 3Y (ann.) | -9.65% | 59.47% |
| 5Y (ann.) | -9.65% | 59.47% |
| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| Max Drawdown | -13.16% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -13.16 | 256 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-09-25 | 2024-09-26 | -1.81 | 1 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| Best Day | 1.95% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 2.32% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 1.12% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | 0.17% | 38.02% |
| Worst Year | -10.05% | 17.02% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 1.33% | 6.14% |
| Avg. Down Week | -2.15% | -4.06% |
| Avg. Up Month | 0.65% | 5.22% |
| Avg. Down Month | -3.63% | -9.89% |
| Win Days % | 43.56% | 51.9% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |