| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.69% | 61.52% |
| Max Drawdown | -9.01% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.17 | 0.86 |
| Payoff Ratio | 0.82 | 0.75 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.43 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 104.32 | 2.48 |
| Outlier Loss Ratio | 2.53 | 2.4 |
| Volatility (ann.) | 5.87% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.4 | 2.02 |
| Skew | -2.64 | 0.21 |
| Kurtosis | 148.37 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.76% |
| Expected Yearly % | -1.86% | 27.09% |
| Kelly Criterion | -11.04% | -12.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11389567:BTCUSD | 11389567:btcusd:triple_med_gx:lsma80_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.11 | 0.08 | - |
| 2025 | 17.02 | -6.59 | -0.39 | - |
| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.26% | 31.76% |
| 6M | -6.59% | 12.25% |
| YTD | -6.59% | 17.02% |
| 1Y | -7.19% | 57.19% |
| 3Y (ann.) | -3.59% | 59.47% |
| 5Y (ann.) | -3.59% | 59.47% |
| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| Max Drawdown | -9.01% | -29.51% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -3.41% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-08 | 2025-06-11 | -9.01 | 63 |
| 2024-08-03 | 2025-04-07 | -6.76 | 247 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-04 | 2024-08-03 | -0.41 | 59 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.77% | 18.93% |
| Worst Week | -3.41% | -12.33% |
| Best Month | 3.77% | 37.42% |
| Worst Month | -4.42% | -17.69% |
| Best Year | 3.11% | 38.02% |
| Worst Year | -6.59% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.91% | -1.03% |
| Avg. Up Week | 3.77% | 2.6% |
| Avg. Down Week | -1.12% | -5.83% |
| Avg. Up Month | 1.58% | 37.42% |
| Avg. Down Month | -1.33% | -13.21% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 21.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |