| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.11% | 61.52% |
| Max Drawdown | -13.01% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.08 | 0.86 |
| Payoff Ratio | 1.06 | 1.1 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.63 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 75.74 | 2.75 |
| Outlier Loss Ratio | 3.09 | 2.68 |
| Volatility (ann.) | 5.97% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.16 | 2.02 |
| Skew | 0.18 | 0.21 |
| Kurtosis | 59.46 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.16% | 3.76% |
| Expected Yearly % | -1.06% | 27.09% |
| Kelly Criterion | -6.53% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11383788:BTCUSD | 11383788:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.93 | 0.18 | - |
| 2025 | 17.02 | -8.45 | -0.50 | - |
| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.74% | 31.76% |
| 6M | -3.52% | 12.25% |
| YTD | -8.45% | 17.02% |
| 1Y | -2.11% | 57.19% |
| 3Y (ann.) | -2.05% | 59.47% |
| 5Y (ann.) | -2.05% | 59.47% |
| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| Max Drawdown | -13.01% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | -0.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -13.01 | 155 |
| 2024-07-02 | 2024-11-10 | -7.82 | 131 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -0.96 | 20 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-12-14 | 2024-12-14 | -0.18 | 0 |
| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.39% | 18.93% |
| Worst Week | -5.36% | -12.33% |
| Best Month | 5.39% | 37.42% |
| Worst Month | -5.36% | -17.69% |
| Best Year | 6.93% | 38.02% |
| Worst Year | -8.45% | 17.02% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.84% | -0.82% |
| Avg. Up Week | 2.49% | 10.23% |
| Avg. Down Week | -2.75% | -4.93% |
| Avg. Up Month | 3.19% | 24.15% |
| Avg. Down Month | -0.78% | -9.89% |
| Win Days % | 45.22% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |