| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.69% | 61.52% |
| Max Drawdown | -11.51% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.12 | 0.86 |
| Payoff Ratio | 1.48 | 1.34 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.76 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 160.87 | 2.27 |
| Outlier Loss Ratio | 4.08 | 2.19 |
| Volatility (ann.) | 3.78% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.14 | 2.02 |
| Skew | -3.71 | 0.21 |
| Kurtosis | 199.69 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.85% | 27.09% |
| Kelly Criterion | -11.81% | 16.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11389940:BTCUSD | 11389940:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.07 | -0.26 | - |
| 2025 | 17.02 | 9.32 | 0.55 | - |
| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.4% |
| 3M | 3.56% | 31.76% |
| 6M | 7.59% | 12.25% |
| YTD | 9.32% | 17.02% |
| 1Y | -1.76% | 57.19% |
| 3Y (ann.) | -1.65% | 59.47% |
| 5Y (ann.) | -1.65% | 59.47% |
| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| Max Drawdown | -11.51% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -5.88% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -11.51 | 367 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.53% | 18.93% |
| Worst Week | -2.94% | -12.33% |
| Best Month | 3.53% | 37.42% |
| Worst Month | -3.68% | -17.69% |
| Best Year | 9.32% | 38.02% |
| Worst Year | -10.07% | 17.02% |
| Avg. Up Day | 0.87% | 0.95% |
| Avg. Down Day | -0.59% | -0.71% |
| Avg. Up Week | 1.14% | 4.72% |
| Avg. Down Week | -1.13% | -3.89% |
| Avg. Up Month | 2.65% | 9.4% |
| Avg. Down Month | -2.09% | -6.43% |
| Win Days % | 33.33% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |