| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 1.47% | 61.52% |
| Max Drawdown | -7.82% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.16 | 0.86 |
| Payoff Ratio | 1.38 | 1.16 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 122.98 | 2.42 |
| Outlier Loss Ratio | 3.15 | 2.32 |
| Volatility (ann.) | 4.38% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.18 | 2.02 |
| Skew | 4.1 | 0.21 |
| Kurtosis | 109.98 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.76% |
| Expected Yearly % | 0.73% | 27.09% |
| Kelly Criterion | -1.31% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11386526:BTCUSD | 11386526:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.06 | 0.21 | - |
| 2025 | 17.02 | -6.10 | -0.36 | - |
| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.9% | 31.76% |
| 6M | -4.32% | 12.25% |
| YTD | -6.1% | 17.02% |
| 1Y | 1.47% | 57.19% |
| 3Y (ann.) | 1.43% | 59.47% |
| 5Y (ann.) | 1.43% | 59.47% |
| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| Max Drawdown | -7.82% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -2.82% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -7.82 | 176 |
| 2024-07-02 | 2024-09-17 | -6.01 | 77 |
| 2024-09-17 | 2024-10-18 | -1.55 | 30 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-09 | 2024-11-09 | -0.18 | 0 |
| 2024-12-15 | 2024-12-16 | -0.18 | 0 |
| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 5.07% | 18.93% |
| Worst Week | -4.28% | -12.33% |
| Best Month | 5.07% | 37.42% |
| Worst Month | -4.28% | -17.69% |
| Best Year | 8.06% | 38.02% |
| Worst Year | -6.1% | 17.02% |
| Avg. Up Day | 0.98% | 1.02% |
| Avg. Down Day | -0.71% | -0.87% |
| Avg. Up Week | 2.32% | 7.77% |
| Avg. Down Week | -2.13% | -5.39% |
| Avg. Up Month | 2.11% | 17.44% |
| Avg. Down Month | -2.21% | -2.09% |
| Win Days % | 41.27% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |