| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -6.1% | 61.52% |
| Max Drawdown | -13.64% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.32 | 0.86 |
| Payoff Ratio | 0.8 | 0.81 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.46 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 85.85 | 2.71 |
| Outlier Loss Ratio | 3.36 | 2.68 |
| Volatility (ann.) | 5.43% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.44 | 2.02 |
| Skew | -3.89 | 0.21 |
| Kurtosis | 70.83 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.48% | 3.76% |
| Expected Yearly % | -3.1% | 27.09% |
| Kelly Criterion | -16.35% | -7.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11384409:BTCUSD | 11384409:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.60 | 0.02 | - |
| 2025 | 17.02 | -6.66 | -0.39 | - |
| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.34% | 31.76% |
| 6M | -10.62% | 12.25% |
| YTD | -6.66% | 17.02% |
| 1Y | -6.1% | 57.19% |
| 3Y (ann.) | -5.94% | 59.47% |
| 5Y (ann.) | -5.94% | 59.47% |
| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| Max Drawdown | -13.64% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -13.64 | 200 |
| 2024-09-28 | 2024-11-22 | -6.69 | 55 |
| 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 |
| 2024-08-29 | 2024-08-29 | -0.18 | 0 |
| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| Best Day | 2.14% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 4.11% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 3.14% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | 0.6% | 38.02% |
| Worst Year | -6.66% | 17.02% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.61% | 5.38% |
| Avg. Down Week | -3.06% | -4.18% |
| Avg. Up Month | 1.77% | 14.44% |
| Avg. Down Month | -4.12% | -7.67% |
| Win Days % | 48.44% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |