| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -0.01% | 61.52% |
| Max Drawdown | -12.02% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.86 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 81.17 | 2.78 |
| Outlier Loss Ratio | 3.37 | 2.5 |
| Volatility (ann.) | 6.17% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.0 | 2.02 |
| Skew | 0.38 | 0.21 |
| Kurtosis | 95.29 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.0% | 3.76% |
| Expected Yearly % | -0.0% | 27.09% |
| Kelly Criterion | -10.55% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11383696:BTCUSD | 11383696:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.20 | -0.19 | - |
| 2025 | 17.02 | 7.75 | 0.46 | - |
| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.17% | 31.76% |
| 6M | 4.11% | 12.25% |
| YTD | 7.75% | 17.02% |
| 1Y | 0.1% | 57.19% |
| 3Y (ann.) | -0.01% | 59.47% |
| 5Y (ann.) | -0.01% | 59.47% |
| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| Max Drawdown | -12.02% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -4.06% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-12 | -12.02 | 274 |
| 2025-03-13 | 2025-05-02 | -4.38 | 50 |
| 2025-05-02 | 2025-06-11 | -2.35 | 39 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 5.55% | 18.93% |
| Worst Week | -4.36% | -12.33% |
| Best Month | 4.48% | 37.42% |
| Worst Month | -3.38% | -17.69% |
| Best Year | 7.75% | 38.02% |
| Worst Year | -7.2% | 17.02% |
| Avg. Up Day | 0.96% | 1.0% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 1.49% | 4.35% |
| Avg. Down Week | -1.91% | -5.64% |
| Avg. Up Month | 2.0% | 11.57% |
| Avg. Down Month | -2.34% | -4.22% |
| Win Days % | 40.54% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |