| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -5.09% | 61.52% |
| Max Drawdown | -9.64% | -29.51% |
| Sharpe | -0.28 | 0.59 |
| Sortino | -0.39 | 0.86 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.36 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 118.73 | 2.4 |
| Outlier Loss Ratio | 3.73 | 2.35 |
| Volatility (ann.) | 4.27% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.51 | 2.02 |
| Skew | 1.14 | 0.21 |
| Kurtosis | 98.11 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.76% |
| Expected Yearly % | -2.58% | 27.09% |
| Kelly Criterion | -16.64% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11383044:BTCUSD | 11383044:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.02 | -0.00 | - |
| 2025 | 17.02 | -5.08 | -0.30 | - |
| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.34% | 31.76% |
| 6M | -4.32% | 12.25% |
| YTD | -5.08% | 17.02% |
| 1Y | -5.09% | 57.19% |
| 3Y (ann.) | -4.96% | 59.47% |
| 5Y (ann.) | -4.96% | 59.47% |
| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| Max Drawdown | -9.64% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -3.71% | -4.82% |
| Avg. Drawdown Days | 78.0 | 14.0 |
| Recovery Factor | -0.53 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -9.64 | 259 |
| 2024-07-24 | 2024-08-23 | -3.88 | 29 |
| 2024-06-29 | 2024-07-24 | -1.15 | 25 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 6.87% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -4.64% | -17.69% |
| Best Year | -0.02% | 38.02% |
| Worst Year | -5.08% | 17.02% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.65% | -0.75% |
| Avg. Up Week | 2.39% | 5.1% |
| Avg. Down Week | -1.7% | -2.92% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.36% | -4.72% |
| Win Days % | 39.78% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |