| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -12.24% | 61.52% |
| Max Drawdown | -16.79% | -29.51% |
| Sharpe | -0.59 | 0.59 |
| Sortino | -0.7 | 0.86 |
| Payoff Ratio | 0.8 | 0.7 |
| Profit Factor | 0.58 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.4 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 171.53 | 2.31 |
| Outlier Loss Ratio | 2.34 | 2.31 |
| Volatility (ann.) | 5.15% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.71 | 2.02 |
| Skew | -6.87 | 0.21 |
| Kurtosis | 213.57 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.0% | 3.76% |
| Expected Yearly % | -6.32% | 27.09% |
| Kelly Criterion | -38.45% | -16.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11388001:BTCUSD | 11388001:btcusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.58 | -0.12 | - |
| 2025 | 17.02 | -8.03 | -0.47 | - |
| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.07% | 31.76% |
| 6M | -8.12% | 12.25% |
| YTD | -8.03% | 17.02% |
| 1Y | -11.94% | 57.19% |
| 3Y (ann.) | -11.93% | 59.47% |
| 5Y (ann.) | -11.93% | 59.47% |
| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| Max Drawdown | -16.79% | -29.51% |
| Longest DD Days | 312.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.82% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.73 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -16.79 | 312 |
| 2024-06-02 | 2024-07-06 | -1.22 | 34 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-08-02 | 2024-08-02 | -0.18 | 0 |
| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 2.85% | 18.93% |
| Worst Week | -5.3% | -12.33% |
| Best Month | 2.78% | 37.42% |
| Worst Month | -5.15% | -17.69% |
| Best Year | -4.58% | 38.02% |
| Worst Year | -8.03% | 17.02% |
| Avg. Up Day | 0.79% | 0.84% |
| Avg. Down Day | -1.0% | -1.21% |
| Avg. Up Week | 2.75% | 4.24% |
| Avg. Down Week | -2.61% | -5.2% |
| Avg. Up Month | 1.89% | 7.19% |
| Avg. Down Month | -2.53% | -9.25% |
| Win Days % | 38.6% | 51.9% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |