| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.15% | 61.52% |
| Max Drawdown | -9.84% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.57 | 0.86 |
| Payoff Ratio | 0.81 | 0.73 |
| Profit Factor | 0.61 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 286.89 | 2.14 |
| Outlier Loss Ratio | 2.74 | 2.17 |
| Volatility (ann.) | 3.25% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.61 | 2.02 |
| Skew | -5.58 | 0.21 |
| Kurtosis | 212.9 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.49% | 3.76% |
| Expected Yearly % | -3.12% | 27.09% |
| Kelly Criterion | -42.57% | -13.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.13% |
| Expected Shortfall (cVaR) | -0.28% | -2.13% |
| Year | 11388471:BTCUSD | 11388471:btcusd:triple_med_gx:lsma100_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.60 | -0.02 | - |
| 2025 | 17.02 | -5.58 | -0.33 | - |
| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.16% | 31.76% |
| 6M | -5.58% | 12.25% |
| YTD | -5.58% | 17.02% |
| 1Y | -6.15% | 57.19% |
| 3Y (ann.) | -5.99% | 59.47% |
| 5Y (ann.) | -5.99% | 59.47% |
| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| Max Drawdown | -9.84% | -29.51% |
| Longest DD Days | 254.0 | 144.0 |
| Avg. Drawdown | -4.13% | -4.82% |
| Avg. Drawdown Days | 106.0 | 14.0 |
| Recovery Factor | -0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-29 | 2025-06-11 | -9.84 | 254 |
| 2024-07-24 | 2024-09-26 | -2.26 | 63 |
| 2024-09-27 | 2024-09-29 | -0.30 | 1 |
| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 3.29% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 3.0% | 37.42% |
| Worst Month | -3.67% | -17.69% |
| Best Year | -0.6% | 38.02% |
| Worst Year | -5.58% | 17.02% |
| Avg. Up Day | 0.75% | 0.79% |
| Avg. Down Day | -0.92% | -1.08% |
| Avg. Up Week | 2.35% | 5.51% |
| Avg. Down Week | -1.63% | -4.68% |
| Avg. Up Month | 2.74% | 9.23% |
| Avg. Down Month | -3.67% | -17.69% |
| Win Days % | 36.11% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |