| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.57% | 61.52% |
| Max Drawdown | -12.38% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.09 | 0.86 |
| Payoff Ratio | 1.37 | 1.03 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 113.62 | 2.37 |
| Outlier Loss Ratio | 2.55 | 2.37 |
| Volatility (ann.) | 5.46% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.05 | 2.02 |
| Skew | 8.0 | 0.21 |
| Kurtosis | 240.4 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.76% |
| Expected Yearly % | 0.29% | 27.09% |
| Kelly Criterion | -2.55% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11391356:BTCUSD | 11391356:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.40 | 0.06 | - |
| 2025 | 17.02 | -1.79 | -0.10 | - |
| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.05% | 31.76% |
| 6M | -1.79% | 12.25% |
| YTD | -1.79% | 17.02% |
| 1Y | 0.63% | 57.19% |
| 3Y (ann.) | 0.56% | 59.47% |
| 5Y (ann.) | 0.56% | 59.47% |
| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| Max Drawdown | -12.38% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.05 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-06-11 | -12.38 | 245 |
| 2024-06-09 | 2024-08-05 | -2.96 | 56 |
| 2024-08-06 | 2024-09-09 | -1.68 | 34 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-09-10 | 2024-10-09 | -0.55 | 29 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -3.14% | -9.32% |
| Best Week | 4.43% | 18.93% |
| Worst Week | -3.31% | -12.33% |
| Best Month | 4.43% | 37.42% |
| Worst Month | -3.31% | -17.69% |
| Best Year | 2.4% | 38.02% |
| Worst Year | -1.79% | 17.02% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -0.9% | -1.21% |
| Avg. Up Week | 4.43% | 12.22% |
| Avg. Down Week | -1.43% | -5.31% |
| Avg. Up Month | 2.74% | 10.73% |
| Avg. Down Month | -1.88% | -9.42% |
| Win Days % | 40.74% | 51.9% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |