| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 1.21% | 61.52% |
| Max Drawdown | -9.72% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.11 | 0.86 |
| Payoff Ratio | 0.9 | 0.74 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 88.95 | 2.51 |
| Outlier Loss Ratio | 2.74 | 2.46 |
| Volatility (ann.) | 6.26% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.12 | 2.02 |
| Skew | 1.01 | 0.21 |
| Kurtosis | 130.06 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.09% | 3.76% |
| Expected Yearly % | 0.6% | 27.09% |
| Kelly Criterion | -7.87% | -13.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11391077:BTCUSD | 11391077:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.38 | 0.06 | - |
| 2025 | 17.02 | -1.14 | -0.07 | - |
| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.99% | 31.76% |
| 6M | 4.97% | 12.25% |
| YTD | -1.14% | 17.02% |
| 1Y | -2.09% | 57.19% |
| 3Y (ann.) | 1.18% | 59.47% |
| 5Y (ann.) | 1.18% | 59.47% |
| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| Max Drawdown | -9.72% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-02-03 | -9.72 | 184 |
| 2025-04-08 | 2025-06-11 | -8.03 | 63 |
| 2025-02-04 | 2025-02-28 | -2.71 | 24 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-04-07 | 2025-04-08 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -6.39% | -12.33% |
| Best Month | 6.29% | 37.42% |
| Worst Month | -6.39% | -17.69% |
| Best Year | 2.38% | 38.02% |
| Worst Year | -1.14% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.96% | -1.22% |
| Avg. Up Week | 2.37% | 6.41% |
| Avg. Down Week | -2.98% | -3.78% |
| Avg. Up Month | 1.69% | 37.42% |
| Avg. Down Month | -6.39% | -8.73% |
| Win Days % | 48.84% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |