| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -1.66% | 61.52% |
| Max Drawdown | -13.94% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.86 |
| Payoff Ratio | 0.98 | 0.89 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.51 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 79.2 | 2.72 |
| Outlier Loss Ratio | 3.55 | 2.68 |
| Volatility (ann.) | 5.76% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.12 | 2.02 |
| Skew | -0.71 | 0.21 |
| Kurtosis | 55.83 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.83% | 27.09% |
| Kelly Criterion | -11.81% | -2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11381890:BTCUSD | 11381890:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.29 | 0.03 | - |
| 2025 | 17.02 | -2.92 | -0.17 | - |
| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.07% | 31.76% |
| 6M | -1.65% | 12.25% |
| YTD | -2.92% | 17.02% |
| 1Y | -1.66% | 57.19% |
| 3Y (ann.) | -1.62% | 59.47% |
| 5Y (ann.) | -1.62% | 59.47% |
| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| Max Drawdown | -13.94% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.97% | -4.82% |
| Avg. Drawdown Days | 83.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -13.94 | 151 |
| 2024-07-11 | 2024-09-26 | -5.83 | 77 |
| 2024-09-26 | 2025-01-10 | -3.91 | 105 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.7% | 18.93% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 10.63% | 37.42% |
| Worst Month | -7.17% | -17.69% |
| Best Year | 1.29% | 38.02% |
| Worst Year | -2.92% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.81% | -0.92% |
| Avg. Up Week | 4.49% | 8.45% |
| Avg. Down Week | -4.17% | -5.79% |
| Avg. Up Month | 4.53% | 19.63% |
| Avg. Down Month | -4.45% | -9.89% |
| Win Days % | 44.72% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |