| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -11.51% | 61.52% |
| Max Drawdown | -14.3% | -29.51% |
| Sharpe | -0.69 | 0.59 |
| Sortino | -0.82 | 0.86 |
| Payoff Ratio | 0.91 | 0.75 |
| Profit Factor | 0.62 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.19 | 0.43 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 160.54 | 2.41 |
| Outlier Loss Ratio | 3.87 | 2.42 |
| Volatility (ann.) | 4.18% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.79 | 2.02 |
| Skew | -7.19 | 0.21 |
| Kurtosis | 154.72 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.94% | 3.76% |
| Expected Yearly % | -5.93% | 27.09% |
| Kelly Criterion | -39.21% | -11.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11386194:BTCUSD | 11386194:btcusd:triple_med_gx:lsma80_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.76 | -0.26 | - |
| 2025 | 17.02 | -1.94 | -0.11 | - |
| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.4% |
| 3M | -3.29% | 31.76% |
| 6M | -2.05% | 12.25% |
| YTD | -1.94% | 17.02% |
| 1Y | -11.42% | 57.19% |
| 3Y (ann.) | -11.22% | 59.47% |
| 5Y (ann.) | -11.22% | 59.47% |
| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| Max Drawdown | -14.3% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -4.41% | -4.82% |
| Avg. Drawdown Days | 91.0 | 14.0 |
| Recovery Factor | -0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -14.30 | 339 |
| 2024-06-08 | 2024-06-25 | -2.18 | 17 |
| 2024-06-29 | 2024-07-06 | -0.97 | 7 |
| 2024-06-29 | 2024-06-29 | -0.18 | 0 |
| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| Best Day | 2.17% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 1.75% | 18.93% |
| Worst Week | -5.12% | -12.33% |
| Best Month | 2.53% | 37.42% |
| Worst Month | -9.54% | -17.69% |
| Best Year | -1.94% | 38.02% |
| Worst Year | -9.76% | 17.02% |
| Avg. Up Day | 0.66% | 0.71% |
| Avg. Down Day | -0.73% | -0.94% |
| Avg. Up Week | 0.86% | 5.12% |
| Avg. Down Week | -2.31% | -5.22% |
| Avg. Up Month | 2.42% | 8.61% |
| Avg. Down Month | -4.92% | -5.98% |
| Win Days % | 33.72% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |