| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -9.13% | 61.52% |
| Max Drawdown | -12.78% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.39 | 0.86 |
| Payoff Ratio | 0.75 | 0.7 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.4 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 104.98 | 2.46 |
| Outlier Loss Ratio | 1.98 | 2.28 |
| Volatility (ann.) | 6.64% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.7 | 2.02 |
| Skew | -4.57 | 0.21 |
| Kurtosis | 136.07 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.73% | 3.76% |
| Expected Yearly % | -4.67% | 27.09% |
| Kelly Criterion | -22.55% | -16.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11389598:BTCUSD | 11389598:btcusd:triple_med_gx:lsma80_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.52 | -0.20 | - |
| 2025 | 17.02 | -1.74 | -0.10 | - |
| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.02% | 31.76% |
| 6M | -1.74% | 12.25% |
| YTD | -1.74% | 17.02% |
| 1Y | -11.24% | 57.19% |
| 3Y (ann.) | -8.9% | 59.47% |
| 5Y (ann.) | -8.9% | 59.47% |
| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.71 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -12.78 | 371 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.04% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 2.38% | 37.42% |
| Worst Month | -6.52% | -17.69% |
| Best Year | -1.74% | 38.02% |
| Worst Year | -7.52% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -1.15% | -1.26% |
| Avg. Up Week | 1.89% | 6.41% |
| Avg. Down Week | -3.15% | -5.12% |
| Avg. Up Month | 1.72% | 37.42% |
| Avg. Down Month | -6.52% | -8.73% |
| Win Days % | 47.3% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |