| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -0.44% | 61.52% |
| Max Drawdown | -8.57% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 1.64 | 1.06 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 232.68 | 2.14 |
| Outlier Loss Ratio | 3.41 | 2.17 |
| Volatility (ann.) | 3.51% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.05 | 2.02 |
| Skew | 3.05 | 0.21 |
| Kurtosis | 324.22 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.03% | 3.76% |
| Expected Yearly % | -0.22% | 27.09% |
| Kelly Criterion | -7.26% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11388002:BTCUSD | 11388002:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.55 | -0.07 | - |
| 2025 | 17.02 | 2.16 | 0.13 | - |
| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.43% | 31.76% |
| 6M | 2.1% | 12.25% |
| YTD | 2.16% | 17.02% |
| 1Y | -0.18% | 57.19% |
| 3Y (ann.) | -0.43% | 59.47% |
| 5Y (ann.) | -0.43% | 59.47% |
| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| Max Drawdown | -8.57% | -29.51% |
| Longest DD Days | 312.0 | 144.0 |
| Avg. Drawdown | -3.26% | -4.82% |
| Avg. Drawdown Days | 115.0 | 14.0 |
| Recovery Factor | -0.05 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -8.57 | 312 |
| 2024-06-02 | 2024-07-06 | -1.04 | 34 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 2.97% | 18.93% |
| Worst Week | -2.92% | -12.33% |
| Best Month | 2.97% | 37.42% |
| Worst Month | -2.92% | -17.69% |
| Best Year | 2.16% | 38.02% |
| Worst Year | -2.55% | 17.02% |
| Avg. Up Day | 1.09% | 1.18% |
| Avg. Down Day | -0.67% | -1.11% |
| Avg. Up Week | 2.52% | 4.24% |
| Avg. Down Week | -1.2% | -4.7% |
| Avg. Up Month | 1.7% | 7.1% |
| Avg. Down Month | -1.08% | -6.43% |
| Win Days % | 33.33% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |