| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -7.17% | 61.52% |
| Max Drawdown | -9.96% | -29.51% |
| Sharpe | -0.62 | 0.59 |
| Sortino | -0.69 | 0.86 |
| Payoff Ratio | 0.91 | 0.98 |
| Profit Factor | 0.49 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.13 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 394.2 | 2.14 |
| Outlier Loss Ratio | 3.83 | 2.17 |
| Volatility (ann.) | 2.85% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.7 | 2.02 |
| Skew | -16.64 | 0.21 |
| Kurtosis | 483.6 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.57% | 3.76% |
| Expected Yearly % | -3.65% | 27.09% |
| Kelly Criterion | -48.65% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.13% |
| Expected Shortfall (cVaR) | -0.25% | -2.13% |
| Year | 11388469:BTCUSD | 11388469:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.80 | -0.26 | - |
| 2025 | 17.02 | 2.92 | 0.17 | - |
| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| MTD | -1.02% | 4.4% |
| 3M | 0.12% | 31.76% |
| 6M | 0.9% | 12.25% |
| YTD | 2.92% | 17.02% |
| 1Y | -6.54% | 57.19% |
| 3Y (ann.) | -6.98% | 59.47% |
| 5Y (ann.) | -6.98% | 59.47% |
| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| Max Drawdown | -9.96% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -9.96% | -4.82% |
| Avg. Drawdown Days | 371.0 | 14.0 |
| Recovery Factor | -0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -9.96 | 371 |
| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| Best Day | 1.45% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.25% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 3.25% | 37.42% |
| Worst Month | -5.76% | -17.69% |
| Best Year | 2.92% | 38.02% |
| Worst Year | -9.8% | 17.02% |
| Avg. Up Day | 0.59% | 0.68% |
| Avg. Down Day | -0.65% | -0.7% |
| Avg. Up Week | 1.69% | 7.67% |
| Avg. Down Week | -0.25% | -4.88% |
| Avg. Up Month | 2.26% | 11.91% |
| Avg. Down Month | -2.29% | -9.42% |
| Win Days % | 29.27% | 51.9% |
| Win Month % | 20.0% | 61.54% |
| Win Week % | 21.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |