| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -5.52% | 61.52% |
| Max Drawdown | -9.33% | -29.51% |
| Sharpe | -0.35 | 0.59 |
| Sortino | -0.42 | 0.86 |
| Payoff Ratio | 0.86 | 0.71 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.4 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 167.91 | 2.41 |
| Outlier Loss Ratio | 3.13 | 2.21 |
| Volatility (ann.) | 3.74% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.58 | 2.02 |
| Skew | -5.96 | 0.21 |
| Kurtosis | 110.7 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.44% | 3.76% |
| Expected Yearly % | -2.8% | 27.09% |
| Kelly Criterion | -25.85% | -15.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11384460:BTCUSD | 11384460:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.48 | 0.01 | - |
| 2025 | 17.02 | -5.98 | -0.35 | - |
| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.51% | 31.76% |
| 6M | -3.53% | 12.25% |
| YTD | -5.98% | 17.02% |
| 1Y | -5.52% | 57.19% |
| 3Y (ann.) | -5.38% | 59.47% |
| 5Y (ann.) | -5.38% | 59.47% |
| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| Max Drawdown | -9.33% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.59 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -9.33 | 151 |
| 2024-07-24 | 2025-01-10 | -4.41 | 169 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| Best Day | 1.64% | 9.33% |
| Worst Day | -3.25% | -9.32% |
| Best Week | 2.82% | 18.93% |
| Worst Week | -2.94% | -12.33% |
| Best Month | 2.82% | 37.42% |
| Worst Month | -2.94% | -17.69% |
| Best Year | 0.48% | 38.02% |
| Worst Year | -5.98% | 17.02% |
| Avg. Up Day | 0.66% | 0.7% |
| Avg. Down Day | -0.77% | -0.99% |
| Avg. Up Week | 1.33% | 5.02% |
| Avg. Down Week | -2.79% | -5.79% |
| Avg. Up Month | 1.5% | 22.39% |
| Avg. Down Month | -1.43% | -9.5% |
| Win Days % | 41.79% | 51.9% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |