| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.21% | 61.52% |
| Max Drawdown | -11.06% | -29.51% |
| Sharpe | -0.74 | 0.59 |
| Sortino | -0.91 | 0.86 |
| Payoff Ratio | 0.98 | 1.08 |
| Profit Factor | 0.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 271.83 | 2.22 |
| Outlier Loss Ratio | 4.46 | 2.21 |
| Volatility (ann.) | 2.75% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.72 | 2.02 |
| Skew | -3.43 | 0.21 |
| Kurtosis | 127.18 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.66% | 3.76% |
| Expected Yearly % | -4.19% | 27.09% |
| Kelly Criterion | -37.08% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11384512:BTCUSD | 11384512:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.52 | -0.09 | - |
| 2025 | 17.02 | -4.86 | -0.29 | - |
| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| MTD | 0.13% | 4.4% |
| 3M | -3.96% | 31.76% |
| 6M | -8.67% | 12.25% |
| YTD | -4.86% | 17.02% |
| 1Y | -8.71% | 57.19% |
| 3Y (ann.) | -8.0% | 59.47% |
| 5Y (ann.) | -8.0% | 59.47% |
| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| Max Drawdown | -11.06% | -29.51% |
| Longest DD Days | 244.0 | 144.0 |
| Avg. Drawdown | -2.8% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.74 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-06-11 | -11.06 | 244 |
| 2024-06-20 | 2024-09-09 | -2.08 | 80 |
| 2024-09-10 | 2024-09-26 | -0.45 | 15 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| Best Day | 2.28% | 9.33% |
| Worst Day | -2.1% | -9.32% |
| Best Week | 3.07% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 4.03% | 37.42% |
| Worst Month | -5.53% | -17.69% |
| Best Year | -3.52% | 38.02% |
| Worst Year | -4.86% | 17.02% |
| Avg. Up Day | 0.5% | 0.57% |
| Avg. Down Day | -0.51% | -0.53% |
| Avg. Up Week | 0.84% | 4.74% |
| Avg. Down Week | -1.14% | -3.68% |
| Avg. Up Month | 2.08% | 5.87% |
| Avg. Down Month | -1.63% | -7.82% |
| Win Days % | 32.31% | 51.9% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |