| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -4.51% | 61.52% |
| Max Drawdown | -12.73% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.3 | 0.86 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.39 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 107.99 | 2.5 |
| Outlier Loss Ratio | 3.4 | 2.64 |
| Volatility (ann.) | 4.9% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.35 | 2.02 |
| Skew | 1.68 | 0.21 |
| Kurtosis | 78.03 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.35% | 3.76% |
| Expected Yearly % | -2.28% | 27.09% |
| Kelly Criterion | -13.28% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11385251:BTCUSD | 11385251:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.21 | 0.11 | - |
| 2025 | 17.02 | -8.37 | -0.49 | - |
| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.76% | 31.76% |
| 6M | -12.07% | 12.25% |
| YTD | -8.37% | 17.02% |
| 1Y | -4.51% | 57.19% |
| 3Y (ann.) | -4.4% | 59.47% |
| 5Y (ann.) | -4.4% | 59.47% |
| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| Max Drawdown | -12.73% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -4.26% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-10 | 2025-06-11 | -12.73 | 212 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-07-10 | 2024-08-20 | -1.99 | 40 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -1.22 | 22 |
| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -2.6% | -9.32% |
| Best Week | 5.88% | 18.93% |
| Worst Week | -4.1% | -12.33% |
| Best Month | 5.88% | 37.42% |
| Worst Month | -4.04% | -17.69% |
| Best Year | 4.21% | 38.02% |
| Worst Year | -8.37% | 17.02% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 2.87% | 11.07% |
| Avg. Down Week | -2.22% | -2.8% |
| Avg. Up Month | 3.65% | 19.63% |
| Avg. Down Month | -2.3% | -7.67% |
| Win Days % | 41.18% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |