| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -8.42% | 61.16% |
| Max Drawdown | -17.36% | -29.51% |
| Sharpe | -0.19 | 0.59 |
| Sortino | -0.24 | 0.85 |
| Payoff Ratio | 0.81 | 0.77 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.36 | 0.44 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 63.55 | 2.66 |
| Outlier Loss Ratio | 2.33 | 2.7 |
| Volatility (ann.) | 9.2% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.47 | 2.0 |
| Skew | -3.76 | 0.21 |
| Kurtosis | 173.49 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.67% | 3.74% |
| Expected Yearly % | -4.3% | 26.95% |
| Kelly Criterion | -10.07% | -10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11392632:BTCUSD | 11392632:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.97 | -0.05 | - |
| 2025 | 16.76 | -6.58 | -0.39 | - |
| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.87% | 31.46% |
| 6M | -6.58% | 12.77% |
| YTD | -6.58% | 16.76% |
| 1Y | -12.49% | 56.84% |
| 3Y (ann.) | -8.2% | 59.12% |
| 5Y (ann.) | -8.2% | 59.12% |
| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| Max Drawdown | -17.36% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -17.36 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 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 | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 10.01% | 37.42% |
| Worst Month | -14.48% | -17.69% |
| Best Year | -1.97% | 38.02% |
| Worst Year | -6.58% | 16.76% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -1.07% | -1.14% |
| Avg. Up Week | 2.97% | 3.39% |
| Avg. Down Week | -2.99% | -5.82% |
| Avg. Up Month | 5.3% | 24.15% |
| Avg. Down Month | -8.03% | -13.21% |
| Win Days % | 50.82% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |