| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -9.4% | 61.16% |
| Max Drawdown | -18.0% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.31 | 0.85 |
| Payoff Ratio | 0.81 | 0.76 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.32 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 75.83 | 2.55 |
| Outlier Loss Ratio | 2.49 | 2.67 |
| Volatility (ann.) | 8.48% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.51 | 2.0 |
| Skew | -3.67 | 0.21 |
| Kurtosis | 222.01 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.76% | 3.74% |
| Expected Yearly % | -4.82% | 26.95% |
| Kelly Criterion | -18.06% | -11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11392631:BTCUSD | 11392631:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.89 | -0.15 | - |
| 2025 | 16.76 | -3.73 | -0.22 | - |
| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.53% | 31.46% |
| 6M | -3.73% | 12.77% |
| YTD | -3.73% | 16.76% |
| 1Y | -11.73% | 56.84% |
| 3Y (ann.) | -9.16% | 59.12% |
| 5Y (ann.) | -9.16% | 59.12% |
| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| Max Drawdown | -18.0% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -18.00 | 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 | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -15.11% | -12.33% |
| Best Month | 8.48% | 37.42% |
| Worst Month | -15.11% | -17.69% |
| Best Year | -3.73% | 38.02% |
| Worst Year | -5.89% | 16.76% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -1.08% | -1.18% |
| Avg. Up Week | 3.11% | 4.11% |
| Avg. Down Week | -5.18% | -3.78% |
| Avg. Up Month | 4.45% | 24.15% |
| Avg. Down Month | -15.11% | -8.73% |
| Win Days % | 47.12% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |