| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -17.4% | 61.52% |
| Max Drawdown | -23.41% | -29.51% |
| Sharpe | -0.76 | 0.59 |
| Sortino | -0.91 | 0.86 |
| Payoff Ratio | 0.8 | 0.76 |
| Profit Factor | 0.65 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.43 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 93.48 | 2.55 |
| Outlier Loss Ratio | 3.38 | 2.78 |
| Volatility (ann.) | 5.9% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.73 | 2.02 |
| Skew | -4.53 | 0.21 |
| Kurtosis | 89.45 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.46% | 3.76% |
| Expected Yearly % | -9.12% | 27.09% |
| Kelly Criterion | -29.52% | -11.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11385750:BTCUSD | 11385750:btcusd:triple_med_gx:lsma65_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.67 | -0.20 | - |
| 2025 | 17.02 | -10.54 | -0.62 | - |
| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| MTD | 0.85% | 4.4% |
| 3M | -8.68% | 31.76% |
| 6M | -13.28% | 12.25% |
| YTD | -10.54% | 17.02% |
| 1Y | -19.47% | 57.19% |
| 3Y (ann.) | -16.98% | 59.47% |
| 5Y (ann.) | -16.98% | 59.47% |
| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -6.02% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.74 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -23.41 | 355 |
| 2024-06-05 | 2024-06-20 | -0.42 | 15 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 2.57% | 18.93% |
| Worst Week | -8.92% | -12.33% |
| Best Month | 4.21% | 37.42% |
| Worst Month | -9.32% | -17.69% |
| Best Year | -7.67% | 38.02% |
| Worst Year | -10.54% | 17.02% |
| Avg. Up Day | 0.63% | 0.65% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 1.48% | 5.01% |
| Avg. Down Week | -3.1% | -2.54% |
| Avg. Up Month | 1.94% | 8.09% |
| Avg. Down Month | -4.22% | -5.35% |
| Win Days % | 42.64% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 43.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |