| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 1.88% | 61.52% |
| Max Drawdown | -8.27% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.14 | 0.86 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 70.02 | 2.86 |
| Outlier Loss Ratio | 3.21 | 2.7 |
| Volatility (ann.) | 6.36% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.22 | 2.02 |
| Skew | -0.77 | 0.21 |
| Kurtosis | 61.72 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.14% | 3.76% |
| Expected Yearly % | 0.94% | 27.09% |
| Kelly Criterion | -4.24% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11382404:BTCUSD | 11382404:btcusd:triple_med_gx:lsma85_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.88 | -0.21 | - |
| 2025 | 17.02 | 10.60 | 0.62 | - |
| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.3% | 31.76% |
| 6M | 6.58% | 12.25% |
| YTD | 10.6% | 17.02% |
| 1Y | 2.85% | 57.19% |
| 3Y (ann.) | 1.83% | 59.47% |
| 5Y (ann.) | 1.83% | 59.47% |
| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| Max Drawdown | -8.27% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-11 | -8.27 | 274 |
| 2025-03-13 | 2025-03-24 | -4.38 | 11 |
| 2025-04-15 | 2025-06-11 | -3.15 | 56 |
| 2025-03-24 | 2025-04-15 | -1.44 | 21 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 4.18% | 18.93% |
| Worst Week | -4.45% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -3.63% | -17.69% |
| Best Year | 10.6% | 38.02% |
| Worst Year | -7.88% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 1.03% | 5.22% |
| Avg. Down Week | -2.75% | -6.25% |
| Avg. Up Month | 1.54% | 18.03% |
| Avg. Down Month | -2.56% | -6.43% |
| Win Days % | 46.83% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |