| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -3.5% | 61.52% |
| Max Drawdown | -8.39% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.18 | 0.86 |
| Payoff Ratio | 0.84 | 0.67 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.33 | 0.38 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 164.76 | 2.24 |
| Outlier Loss Ratio | 2.18 | 2.17 |
| Volatility (ann.) | 5.09% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.41 | 2.02 |
| Skew | -6.46 | 0.21 |
| Kurtosis | 255.94 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.27% | 3.76% |
| Expected Yearly % | -1.77% | 27.09% |
| Kelly Criterion | -19.2% | -20.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11388153:BTCUSD | 11388153:btcusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.01 | -0.05 | - |
| 2025 | 17.02 | -1.52 | -0.09 | - |
| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.63% | 31.76% |
| 6M | -1.52% | 12.25% |
| YTD | -1.52% | 17.02% |
| 1Y | -5.52% | 57.19% |
| 3Y (ann.) | -3.41% | 59.47% |
| 5Y (ann.) | -3.41% | 59.47% |
| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| Max Drawdown | -8.39% | -29.51% |
| Longest DD Days | 312.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.82% |
| Avg. Drawdown Days | 104.0 | 14.0 |
| Recovery Factor | -0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-06-11 | -8.39 | 312 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 2.4% | 18.93% |
| Worst Week | -5.81% | -12.33% |
| Best Month | 2.4% | 37.42% |
| Worst Month | -4.05% | -17.69% |
| Best Year | -1.52% | 38.02% |
| Worst Year | -2.01% | 17.02% |
| Avg. Up Day | 0.89% | 0.94% |
| Avg. Down Day | -1.05% | -1.42% |
| Avg. Up Week | 1.01% | 6.39% |
| Avg. Down Week | -3.87% | -7.33% |
| Avg. Up Month | 1.45% | 20.88% |
| Avg. Down Month | -3.01% | -13.21% |
| Win Days % | 45.45% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |