| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.36% | 61.52% |
| Max Drawdown | -8.15% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.07 | 0.86 |
| Payoff Ratio | 1.27 | 1.31 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 164.75 | 2.3 |
| Outlier Loss Ratio | 3.37 | 2.19 |
| Volatility (ann.) | 3.46% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.04 | 2.02 |
| Skew | 6.01 | 0.21 |
| Kurtosis | 160.5 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.03% | 3.76% |
| Expected Yearly % | 0.18% | 27.09% |
| Kelly Criterion | -6.56% | 15.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11386945:BTCUSD | 11386945:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.97 | 0.10 | - |
| 2025 | 17.02 | -3.48 | -0.20 | - |
| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.48% | 31.76% |
| 6M | -3.48% | 12.25% |
| YTD | -3.48% | 17.02% |
| 1Y | 0.36% | 57.19% |
| 3Y (ann.) | 0.35% | 59.47% |
| 5Y (ann.) | 0.35% | 59.47% |
| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| Max Drawdown | -8.15% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -3.4% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-06-11 | -8.15 | 264 |
| 2024-07-15 | 2024-09-18 | -1.86 | 65 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 4.01% | 18.93% |
| Worst Week | -3.99% | -12.33% |
| Best Month | 4.01% | 37.42% |
| Worst Month | -2.71% | -17.69% |
| Best Year | 3.97% | 38.02% |
| Worst Year | -3.48% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.68% | -0.67% |
| Avg. Up Week | 2.14% | 6.97% |
| Avg. Down Week | -1.17% | -5.24% |
| Avg. Up Month | 2.14% | 8.19% |
| Avg. Down Month | -0.5% | -5.41% |
| Win Days % | 40.38% | 51.9% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |