| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.49% | 61.52% |
| Max Drawdown | -8.67% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.07 | 0.86 |
| Payoff Ratio | 1.05 | 0.95 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.54 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 120.16 | 2.51 |
| Outlier Loss Ratio | 2.9 | 2.34 |
| Volatility (ann.) | 4.75% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.17 | 2.02 |
| Skew | -3.05 | 0.21 |
| Kurtosis | 123.19 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.76% |
| Expected Yearly % | -0.75% | 27.09% |
| Kelly Criterion | -8.36% | 1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11389453:BTCUSD | 11389453:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.85 | -0.02 | - |
| 2025 | 17.02 | -0.65 | -0.04 | - |
| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.06% | 31.76% |
| 6M | -7.17% | 12.25% |
| YTD | -0.65% | 17.02% |
| 1Y | -1.49% | 57.19% |
| 3Y (ann.) | -1.45% | 59.47% |
| 5Y (ann.) | -1.45% | 59.47% |
| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| Max Drawdown | -8.67% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 69.0 | 14.0 |
| Recovery Factor | -0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -8.67 | 175 |
| 2024-07-04 | 2024-09-19 | -5.24 | 77 |
| 2024-10-18 | 2024-11-11 | -1.05 | 23 |
| 2024-12-17 | 2024-12-17 | -0.18 | 0 |
| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -6.56% | -12.33% |
| Best Month | 6.12% | 37.42% |
| Worst Month | -6.56% | -17.69% |
| Best Year | -0.65% | 38.02% |
| Worst Year | -0.85% | 17.02% |
| Avg. Up Day | 0.84% | 0.88% |
| Avg. Down Day | -0.8% | -0.93% |
| Avg. Up Week | 3.11% | 9.79% |
| Avg. Down Week | -2.85% | -3.26% |
| Avg. Up Month | 2.73% | 15.94% |
| Avg. Down Month | -4.55% | -4.68% |
| Win Days % | 44.44% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |