| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -0.5% | 61.52% |
| Max Drawdown | -7.18% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.86 |
| Payoff Ratio | 0.91 | 0.67 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.38 | 0.38 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 166.95 | 2.28 |
| Outlier Loss Ratio | 3.28 | 2.17 |
| Volatility (ann.) | 4.14% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.07 | 2.02 |
| Skew | 4.32 | 0.21 |
| Kurtosis | 231.57 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.76% |
| Expected Yearly % | -0.25% | 27.09% |
| Kelly Criterion | -20.59% | -19.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11389544:BTCUSD | 11389544:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.00 | -0.08 | - |
| 2025 | 17.02 | 2.58 | 0.15 | - |
| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.77% | 31.76% |
| 6M | 2.84% | 12.25% |
| YTD | 2.58% | 17.02% |
| 1Y | -0.53% | 57.19% |
| 3Y (ann.) | -0.49% | 59.47% |
| 5Y (ann.) | -0.49% | 59.47% |
| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| Max Drawdown | -7.18% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.07 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-02-28 | -7.18 | 269 |
| 2025-05-11 | 2025-06-11 | -4.99 | 30 |
| 2025-04-08 | 2025-05-11 | -0.22 | 33 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2025-04-07 | 2025-04-08 | -0.18 | 0 |
| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 5.17% | 18.93% |
| Worst Week | -3.92% | -12.33% |
| Best Month | 6.6% | 37.42% |
| Worst Month | -4.41% | -17.69% |
| Best Year | 2.58% | 38.02% |
| Worst Year | -3.0% | 17.02% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.85% | -1.19% |
| Avg. Up Week | 0.02% | 2.6% |
| Avg. Down Week | -1.74% | -4.58% |
| Avg. Up Month | 0.67% | 14.11% |
| Avg. Down Month | -1.79% | -8.73% |
| Win Days % | 42.59% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |