| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.93% | 61.52% |
| Max Drawdown | -5.79% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.86 |
| Payoff Ratio | 1.41 | 1.11 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.5 | 0.63 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 133.38 | 2.42 |
| Outlier Loss Ratio | 3.87 | 2.27 |
| Volatility (ann.) | 3.99% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.16 | 2.02 |
| Skew | 2.46 | 0.21 |
| Kurtosis | 120.88 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.07% | 3.76% |
| Expected Yearly % | -0.46% | 27.09% |
| Kelly Criterion | -8.5% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.13% |
| Expected Shortfall (cVaR) | -0.34% | -2.13% |
| Year | 11383098:BTCUSD | 11383098:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.28 | 0.03 | - |
| 2025 | 17.02 | -2.18 | -0.13 | - |
| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.36% | 31.76% |
| 6M | -0.97% | 12.25% |
| YTD | -2.18% | 17.02% |
| 1Y | 0.01% | 57.19% |
| 3Y (ann.) | -0.9% | 59.47% |
| 5Y (ann.) | -0.9% | 59.47% |
| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| Max Drawdown | -5.79% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -3.79% | -4.82% |
| Avg. Drawdown Days | 111.0 | 14.0 |
| Recovery Factor | -0.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-23 | -5.79 | 74 |
| 2024-09-25 | 2025-06-11 | -5.41 | 259 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.52% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -3.44% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -2.63% | -17.69% |
| Best Year | 1.28% | 38.02% |
| Worst Year | -2.18% | 17.02% |
| Avg. Up Day | 0.86% | 0.92% |
| Avg. Down Day | -0.61% | -0.83% |
| Avg. Up Week | 2.46% | 4.9% |
| Avg. Down Week | -1.18% | -2.94% |
| Avg. Up Month | 1.31% | 11.11% |
| Avg. Down Month | -2.61% | -4.72% |
| Win Days % | 36.49% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |