| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.7% | 61.52% |
| Max Drawdown | -8.09% | -29.51% |
| Sharpe | -0.97 | 0.59 |
| Sortino | -1.05 | 0.86 |
| Payoff Ratio | 0.71 | 1.05 |
| Profit Factor | 0.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.07 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 775.93 | 2.14 |
| Outlier Loss Ratio | 4.87 | 2.17 |
| Volatility (ann.) | 1.72% | 25.2% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.81 | 2.02 |
| Skew | -13.27 | 0.21 |
| Kurtosis | 281.87 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.53% | 3.76% |
| Expected Yearly % | -3.41% | 27.09% |
| Kelly Criterion | -71.26% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.15% | -2.13% |
| Expected Shortfall (cVaR) | -0.15% | -2.13% |
| Year | 11384513:BTCUSD | 11384513:btcusd:triple_med_gx:lsma75_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.69 | -0.07 | - |
| 2025 | 17.02 | -4.12 | -0.24 | - |
| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| MTD | -0.11% | 4.4% |
| 3M | -3.64% | 31.76% |
| 6M | -7.71% | 12.25% |
| YTD | -4.12% | 17.02% |
| 1Y | -7.26% | 57.19% |
| 3Y (ann.) | -6.53% | 59.47% |
| 5Y (ann.) | -6.53% | 59.47% |
| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| Max Drawdown | -8.09% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -1.57% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -8.09 | 177 |
| 2024-09-10 | 2024-10-10 | -0.45 | 29 |
| 2024-06-22 | 2024-09-10 | -0.35 | 80 |
| 2024-12-15 | 2024-12-16 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-10-30 | 2024-10-30 | -0.18 | 0 |
| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| Best Day | 0.78% | 9.33% |
| Worst Day | -2.1% | -9.32% |
| Best Week | 0.6% | 18.93% |
| Worst Week | -2.73% | -12.33% |
| Best Month | 0.62% | 37.42% |
| Worst Month | -3.74% | -17.69% |
| Best Year | -2.69% | 38.02% |
| Worst Year | -4.12% | 17.02% |
| Avg. Up Day | 0.33% | 0.43% |
| Avg. Down Day | -0.46% | -0.4% |
| Avg. Up Week | 0.28% | 4.08% |
| Avg. Down Week | -1.03% | -2.73% |
| Avg. Up Month | 0.33% | 9.12% |
| Avg. Down Month | -2.4% | -2.66% |
| Win Days % | 28.95% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |