| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -2.85% | 75.42% |
| Max Drawdown | -6.14% | -29.51% |
| Sharpe | -0.22 | 0.63 |
| Sortino | -0.3 | 0.92 |
| Payoff Ratio | 2.11 | 1.92 |
| Profit Factor | 0.75 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.4 | 1.1 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 365.93 | 2.18 |
| Outlier Loss Ratio | 3.56 | 2.23 |
| Volatility (ann.) | 2.72% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.41 | 2.19 |
| Skew | -3.84 | 0.2 |
| Kurtosis | 362.24 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.21% | 4.1% |
| Expected Yearly % | -1.44% | 32.45% |
| Kelly Criterion | -10.48% | 26.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.07% |
| Expected Shortfall (cVaR) | -0.24% | -2.07% |
| Year | 11388280:BTCUSD | 11388280:btcusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.17 | -0.03 | - |
| 2025 | 27.10 | -1.70 | -0.06 | - |
| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.65% | 41.88% |
| 6M | -1.73% | 22.91% |
| YTD | -1.7% | 27.1% |
| 1Y | -2.85% | 82.29% |
| 3Y (ann.) | -2.54% | 64.73% |
| 5Y (ann.) | -2.54% | 64.73% |
| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| Max Drawdown | -6.14% | -29.51% |
| Longest DD Days | 300.0 | 144.0 |
| Avg. Drawdown | -3.45% | -4.71% |
| Avg. Drawdown Days | 163.0 | 14.0 |
| Recovery Factor | -0.46 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-07-17 | -6.14 | 300 |
| 2024-08-23 | 2024-09-19 | -0.77 | 26 |
| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| Best Day | 2.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 0.11% | 18.93% |
| Worst Week | -0.83% | -12.33% |
| Best Month | 0.11% | 37.42% |
| Worst Month | -0.83% | -17.69% |
| Best Year | -1.17% | 38.02% |
| Worst Year | -1.7% | 27.1% |
| Avg. Up Day | 1.19% | 1.24% |
| Avg. Down Day | -0.56% | -0.65% |
| Avg. Up Week | 0.07% | 7.17% |
| Avg. Down Week | -0.55% | -5.24% |
| Avg. Up Month | 0.07% | 8.53% |
| Avg. Down Month | -0.34% | -5.41% |
| Win Days % | 25.0% | 51.89% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 22.22% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |