| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -4.57% | 61.52% |
| Max Drawdown | -12.08% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.14 | 0.86 |
| Payoff Ratio | 0.96 | 0.97 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.38 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 101.48 | 2.34 |
| Outlier Loss Ratio | 1.79 | 2.29 |
| Volatility (ann.) | 7.98% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.37 | 2.02 |
| Skew | -0.69 | 0.21 |
| Kurtosis | 299.61 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.36% | 3.76% |
| Expected Yearly % | -2.31% | 27.09% |
| Kelly Criterion | -13.45% | 2.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11391324:BTCUSD | 11391324:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.72 | -0.15 | - |
| 2025 | 17.02 | 1.22 | 0.07 | - |
| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.61% | 31.76% |
| 6M | 1.22% | 12.25% |
| YTD | 1.22% | 17.02% |
| 1Y | -4.37% | 57.19% |
| 3Y (ann.) | -4.45% | 59.47% |
| 5Y (ann.) | -4.45% | 59.47% |
| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| Max Drawdown | -12.08% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -5.77% | -4.82% |
| Avg. Drawdown Days | 84.0 | 14.0 |
| Recovery Factor | -0.38 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-09-09 | -12.08 | 93 |
| 2024-10-09 | 2025-06-11 | -10.30 | 245 |
| 2024-10-08 | 2024-10-09 | -0.53 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -4.86% | -12.33% |
| Best Month | 5.61% | 37.42% |
| Worst Month | -4.86% | -17.69% |
| Best Year | 1.22% | 38.02% |
| Worst Year | -5.72% | 17.02% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -1.3% | -1.32% |
| Avg. Up Week | 4.97% | 12.22% |
| Avg. Down Week | -2.81% | -3.84% |
| Avg. Up Month | 5.29% | 10.73% |
| Avg. Down Month | -2.46% | -9.25% |
| Win Days % | 44.44% | 51.9% |
| Win Month % | 28.57% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |