| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -4.19% | 61.52% |
| Max Drawdown | -14.45% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.23 | 0.86 |
| Payoff Ratio | 0.94 | 0.95 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.39 | 0.54 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 90.69 | 2.58 |
| Outlier Loss Ratio | 3.21 | 2.64 |
| Volatility (ann.) | 5.38% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.28 | 2.02 |
| Skew | 0.07 | 0.21 |
| Kurtosis | 71.0 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.33% | 3.76% |
| Expected Yearly % | -2.12% | 27.09% |
| Kelly Criterion | -11.02% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11383902:BTCUSD | 11383902:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.61 | 0.15 | - |
| 2025 | 17.02 | -9.27 | -0.54 | - |
| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.86% | 31.76% |
| 6M | -12.94% | 12.25% |
| YTD | -9.27% | 17.02% |
| 1Y | -4.19% | 57.19% |
| 3Y (ann.) | -4.08% | 59.47% |
| 5Y (ann.) | -4.08% | 59.47% |
| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | -0.29 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-10 | 2025-06-11 | -14.45 | 212 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-07-10 | 2024-08-20 | -2.97 | 41 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -0.94 | 22 |
| 2024-10-18 | 2024-10-18 | -0.63 | 0 |
| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.11% | 18.93% |
| Worst Week | -7.43% | -12.33% |
| Best Month | 5.11% | 37.42% |
| Worst Month | -7.43% | -17.69% |
| Best Year | 5.61% | 38.02% |
| Worst Year | -9.27% | 17.02% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.05% | 7.88% |
| Avg. Down Week | -2.56% | -2.89% |
| Avg. Up Month | 3.03% | 17.44% |
| Avg. Down Month | -1.76% | -7.67% |
| Win Days % | 46.15% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |