| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -17.46% | 61.16% |
| Max Drawdown | -20.74% | -29.51% |
| Sharpe | -0.57 | 0.59 |
| Sortino | -0.67 | 0.85 |
| Payoff Ratio | 0.69 | 0.63 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.21 | 0.36 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 94.71 | 2.58 |
| Outlier Loss Ratio | 2.58 | 2.7 |
| Volatility (ann.) | 7.62% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.82 | 2.0 |
| Skew | -9.67 | 0.21 |
| Kurtosis | 254.62 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.46% | 3.74% |
| Expected Yearly % | -9.15% | 26.95% |
| Kelly Criterion | -33.47% | -24.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11392608:BTCUSD | 11392608:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.25 | -0.37 | - |
| 2025 | 16.76 | -3.74 | -0.22 | - |
| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.54% | 31.46% |
| 6M | -4.6% | 12.77% |
| YTD | -3.74% | 16.76% |
| 1Y | -19.77% | 56.84% |
| 3Y (ann.) | -17.03% | 59.12% |
| 5Y (ann.) | -17.03% | 59.12% |
| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| Max Drawdown | -20.74% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -20.74 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 5.36% | 18.93% |
| Worst Week | -14.78% | -12.33% |
| Best Month | 5.52% | 37.42% |
| Worst Month | -14.78% | -17.69% |
| Best Year | -3.74% | 38.02% |
| Worst Year | -14.25% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -1.04% | -1.18% |
| Avg. Up Week | 1.71% | 5.25% |
| Avg. Down Week | -4.43% | -3.76% |
| Avg. Up Month | 2.07% | 37.42% |
| Avg. Down Month | -7.98% | -5.98% |
| Win Days % | 45.28% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |