| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -1.4% | 61.16% |
| Max Drawdown | -6.43% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.1 | 0.85 |
| Payoff Ratio | 1.45 | 0.98 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 203.92 | 2.14 |
| Outlier Loss Ratio | 3.83 | 2.17 |
| Volatility (ann.) | 3.55% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.21 | 2.0 |
| Skew | -8.92 | 0.21 |
| Kurtosis | 290.14 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.7% | 26.95% |
| Kelly Criterion | -12.6% | 2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11391394:BTCUSD | 11391394:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.98 | -0.08 | - |
| 2025 | 16.76 | 1.62 | 0.10 | - |
| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| MTD | -0.7% | 4.16% |
| 3M | 3.92% | 31.46% |
| 6M | 1.62% | 12.77% |
| YTD | 1.62% | 16.76% |
| 1Y | -1.69% | 56.84% |
| 3Y (ann.) | -1.37% | 59.12% |
| 5Y (ann.) | -1.37% | 59.12% |
| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| Max Drawdown | -6.43% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-09 | 2025-06-11 | -6.43 | 337 |
| 2024-06-08 | 2024-07-09 | -0.94 | 31 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.19% | 18.93% |
| Worst Week | -3.47% | -12.33% |
| Best Month | 3.19% | 37.42% |
| Worst Month | -3.47% | -17.69% |
| Best Year | 1.62% | 38.02% |
| Worst Year | -2.98% | 16.76% |
| Avg. Up Day | 0.91% | 1.01% |
| Avg. Down Day | -0.63% | -1.02% |
| Avg. Up Week | 0.77% | 3.95% |
| Avg. Down Week | -1.28% | -3.72% |
| Avg. Up Month | 1.38% | 9.08% |
| Avg. Down Month | -1.87% | -5.35% |
| Win Days % | 33.33% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |