| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -6.69% | 61.52% |
| Max Drawdown | -9.48% | -29.51% |
| Sharpe | -0.44 | 0.59 |
| Sortino | -0.55 | 0.86 |
| Payoff Ratio | 0.87 | 0.83 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 178.76 | 2.41 |
| Outlier Loss Ratio | 2.96 | 2.35 |
| Volatility (ann.) | 3.67% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.69 | 2.02 |
| Skew | -3.67 | 0.21 |
| Kurtosis | 141.38 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.53% | 3.76% |
| Expected Yearly % | -3.4% | 27.09% |
| Kelly Criterion | -23.55% | -6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11385136:BTCUSD | 11385136:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.48 | 0.01 | - |
| 2025 | 17.02 | -7.13 | -0.42 | - |
| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.99% | 31.76% |
| 6M | -6.0% | 12.25% |
| YTD | -7.13% | 17.02% |
| 1Y | -6.69% | 57.19% |
| 3Y (ann.) | -6.52% | 59.47% |
| 5Y (ann.) | -6.52% | 59.47% |
| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| Max Drawdown | -9.48% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -5.86% | -4.82% |
| Avg. Drawdown Days | 114.0 | 14.0 |
| Recovery Factor | -0.71 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -9.48 | 177 |
| 2024-07-11 | 2024-12-16 | -7.52 | 157 |
| 2024-07-02 | 2024-07-11 | -0.58 | 8 |
| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 2.98% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 2.98% | 37.42% |
| Worst Month | -8.05% | -17.69% |
| Best Year | 0.48% | 38.02% |
| Worst Year | -7.13% | 17.02% |
| Avg. Up Day | 0.67% | 0.71% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 1.45% | 7.45% |
| Avg. Down Week | -3.49% | -6.11% |
| Avg. Up Month | 1.81% | 20.81% |
| Avg. Down Month | -2.21% | -8.73% |
| Win Days % | 42.62% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |