| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -18.82% | 61.52% |
| Max Drawdown | -20.95% | -29.51% |
| Sharpe | -1.03 | 0.59 |
| Sortino | -1.23 | 0.86 |
| Payoff Ratio | 0.81 | 0.79 |
| Profit Factor | 0.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.12 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 162.86 | 2.31 |
| Outlier Loss Ratio | 3.25 | 2.39 |
| Volatility (ann.) | 4.82% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.88 | 2.02 |
| Skew | -4.07 | 0.21 |
| Kurtosis | 120.29 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.59% | 3.76% |
| Expected Yearly % | -9.9% | 27.09% |
| Kelly Criterion | -54.09% | -8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11386977:BTCUSD | 11386977:btcusd:triple_med_gx:lsma75_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.90 | -0.44 | - |
| 2025 | 17.02 | -2.31 | -0.14 | - |
| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| MTD | -0.11% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -8.16% | 12.25% |
| YTD | -2.31% | 17.02% |
| 1Y | -20.45% | 57.19% |
| 3Y (ann.) | -18.37% | 59.47% |
| 5Y (ann.) | -18.37% | 59.47% |
| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| Max Drawdown | -20.95% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -7.07% | -4.82% |
| Avg. Drawdown Days | 122.0 | 14.0 |
| Recovery Factor | -0.9 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -20.95 | 367 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 3.34% | 18.93% |
| Worst Week | -6.79% | -12.33% |
| Best Month | 0.92% | 37.42% |
| Worst Month | -6.89% | -17.69% |
| Best Year | -2.31% | 38.02% |
| Worst Year | -16.9% | 17.02% |
| Avg. Up Day | 0.67% | 0.73% |
| Avg. Down Day | -0.83% | -0.92% |
| Avg. Up Week | 1.17% | 5.54% |
| Avg. Down Week | -2.67% | -4.05% |
| Avg. Up Month | 0.63% | 8.53% |
| Avg. Down Month | -2.75% | -7.82% |
| Win Days % | 31.03% | 51.9% |
| Win Month % | 16.67% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |