| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -3.65% | 61.52% |
| Max Drawdown | -9.02% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.45 | 0.86 |
| Payoff Ratio | 1.43 | 1.21 |
| Profit Factor | 0.71 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.26 | 0.69 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 324.53 | 2.14 |
| Outlier Loss Ratio | 3.58 | 2.17 |
| Volatility (ann.) | 2.89% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.39 | 2.02 |
| Skew | 4.59 | 0.21 |
| Kurtosis | 262.84 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.76% |
| Expected Yearly % | -1.84% | 27.09% |
| Kelly Criterion | -26.17% | 12.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.13% |
| Expected Shortfall (cVaR) | -0.25% | -2.13% |
| Year | 11385249:BTCUSD | 11385249:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.18 | 0.11 | - |
| 2025 | 17.02 | -7.51 | -0.44 | - |
| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.11% | 31.76% |
| 6M | -7.51% | 12.25% |
| YTD | -7.51% | 17.02% |
| 1Y | -3.65% | 57.19% |
| 3Y (ann.) | -3.55% | 59.47% |
| 5Y (ann.) | -3.55% | 59.47% |
| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| Max Drawdown | -9.02% | -29.51% |
| Longest DD Days | 235.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.82% |
| Avg. Drawdown Days | 88.0 | 14.0 |
| Recovery Factor | -0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2025-06-11 | -9.02 | 235 |
| 2024-08-20 | 2024-09-17 | -1.35 | 28 |
| 2024-08-19 | 2024-08-20 | -0.18 | 0 |
| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| Best Day | 2.99% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 4.37% | 18.93% |
| Worst Week | -2.75% | -12.33% |
| Best Month | 4.37% | 37.42% |
| Worst Month | -2.75% | -17.69% |
| Best Year | 4.18% | 38.02% |
| Worst Year | -7.51% | 17.02% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.75% | -0.91% |
| Avg. Up Week | 2.05% | 4.85% |
| Avg. Down Week | -1.4% | -3.11% |
| Avg. Up Month | 2.34% | 10.73% |
| Avg. Down Month | -2.75% | -2.09% |
| Win Days % | 25.81% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |