| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.32% | 61.16% |
| Max Drawdown | -7.42% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.17 | 0.85 |
| Payoff Ratio | 0.87 | 0.88 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.33 | 0.5 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 125.19 | 2.49 |
| Outlier Loss Ratio | 3.36 | 2.39 |
| Volatility (ann.) | 4.95% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.44 | 2.0 |
| Skew | -8.92 | 0.21 |
| Kurtosis | 270.94 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.74% |
| Expected Yearly % | -1.67% | 26.95% |
| Kelly Criterion | -23.77% | -2.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11399660:BTCUSD | 11399660:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.11 | 0.00 | - |
| 2025 | 16.76 | -3.43 | -0.20 | - |
| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | -0.94% | 31.46% |
| 6M | -2.77% | 12.77% |
| YTD | -3.43% | 16.76% |
| 1Y | -3.41% | 56.84% |
| 3Y (ann.) | -3.23% | 59.12% |
| 5Y (ann.) | -3.23% | 59.12% |
| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| Max Drawdown | -7.42% | -29.51% |
| Longest DD Days | 160.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.82% |
| Avg. Drawdown Days | 69.0 | 14.0 |
| Recovery Factor | -0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -7.42 | 93 |
| 2024-07-01 | 2024-12-08 | -5.49 | 160 |
| 2024-12-09 | 2025-03-10 | -4.35 | 91 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 2.56% | 18.93% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 1.91% | 37.42% |
| Worst Month | -3.98% | -17.69% |
| Best Year | 0.11% | 38.02% |
| Worst Year | -3.43% | 16.76% |
| Avg. Up Day | 0.75% | 0.8% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 1.22% | 5.3% |
| Avg. Down Week | -2.68% | -2.84% |
| Avg. Up Month | 1.19% | 17.44% |
| Avg. Down Month | -2.81% | -4.68% |
| Win Days % | 42.5% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |