| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.14% | 61.52% |
| Max Drawdown | -9.44% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.17 | 0.86 |
| Payoff Ratio | 1.26 | 1.08 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 143.9 | 2.37 |
| Outlier Loss Ratio | 3.65 | 2.25 |
| Volatility (ann.) | 3.89% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.22 | 2.02 |
| Skew | 2.87 | 0.21 |
| Kurtosis | 128.17 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.08% | 27.09% |
| Kelly Criterion | -11.7% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.13% |
| Expected Shortfall (cVaR) | -0.34% | -2.13% |
| Year | 11383155:BTCUSD | 11383155:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.78 | 0.10 | - |
| 2025 | 17.02 | -5.70 | -0.34 | - |
| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.94% | 31.76% |
| 6M | -6.0% | 12.25% |
| YTD | -5.7% | 17.02% |
| 1Y | -2.14% | 57.19% |
| 3Y (ann.) | -2.08% | 59.47% |
| 5Y (ann.) | -2.08% | 59.47% |
| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| Max Drawdown | -9.44% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -9.44 | 259 |
| 2024-06-11 | 2024-08-21 | -2.18 | 71 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-29 | 2024-08-29 | -0.18 | 0 |
| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 8.2% | 18.93% |
| Worst Week | -2.62% | -12.33% |
| Best Month | 8.66% | 37.42% |
| Worst Month | -5.19% | -17.69% |
| Best Year | 3.78% | 38.02% |
| Worst Year | -5.7% | 17.02% |
| Avg. Up Day | 0.82% | 0.89% |
| Avg. Down Day | -0.65% | -0.82% |
| Avg. Up Week | 3.17% | 4.29% |
| Avg. Down Week | -1.82% | -2.74% |
| Avg. Up Month | 0.66% | 6.4% |
| Avg. Down Month | -2.51% | -4.22% |
| Win Days % | 37.68% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |