| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -1.0% | 61.52% |
| Max Drawdown | -5.66% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.38 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 370.69 | 2.14 |
| Outlier Loss Ratio | 4.25 | 2.17 |
| Volatility (ann.) | 2.26% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.17 | 2.02 |
| Skew | -16.01 | 0.21 |
| Kurtosis | 577.65 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.76% |
| Expected Yearly % | -0.5% | 27.09% |
| Kelly Criterion | -15.31% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.13% |
| Expected Shortfall (cVaR) | -0.2% | -2.13% |
| Year | 11385224:BTCUSD | 11385224:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.19 | 0.08 | - |
| 2025 | 17.02 | -4.06 | -0.24 | - |
| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.11% | 31.76% |
| 6M | -4.06% | 12.25% |
| YTD | -4.06% | 17.02% |
| 1Y | -1.0% | 57.19% |
| 3Y (ann.) | -0.97% | 59.47% |
| 5Y (ann.) | -0.97% | 59.47% |
| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| Max Drawdown | -5.66% | -29.51% |
| Longest DD Days | 235.0 | 144.0 |
| Avg. Drawdown | -1.55% | -4.82% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | -0.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2025-06-11 | -5.66 | 235 |
| 2024-09-16 | 2024-09-17 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| Best Day | 1.55% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 1.44% | 18.93% |
| Worst Week | -4.66% | -12.33% |
| Best Month | 1.44% | 37.42% |
| Worst Month | -4.66% | -17.69% |
| Best Year | 3.19% | 38.02% |
| Worst Year | -4.06% | 17.02% |
| Avg. Up Day | 0.54% | 0.6% |
| Avg. Down Day | -0.54% | -0.62% |
| Avg. Up Week | 1.13% | 6.0% |
| Avg. Down Week | -2.46% | -3.11% |
| Avg. Up Month | 0.94% | 10.79% |
| Avg. Down Month | -0.05% | -2.09% |
| Win Days % | 42.42% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |