| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -3.83% | 61.16% |
| Max Drawdown | -5.94% | -29.51% |
| Sharpe | -0.21 | 0.59 |
| Sortino | -0.32 | 0.85 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.65 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 142.99 | 2.32 |
| Outlier Loss Ratio | 3.77 | 2.36 |
| Volatility (ann.) | 4.04% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.63 | 2.0 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 152.31 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.3% | 3.74% |
| Expected Yearly % | -1.93% | 26.95% |
| Kelly Criterion | -12.09% | 9.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11391840:BTCUSD | 11391840:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.32 | -0.03 | - |
| 2025 | 16.76 | -2.55 | -0.15 | - |
| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| MTD | 0.32% | 4.16% |
| 3M | -2.5% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | -2.55% | 16.76% |
| 1Y | -3.74% | 56.84% |
| 3Y (ann.) | -3.73% | 59.12% |
| 5Y (ann.) | -3.73% | 59.12% |
| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| Max Drawdown | -5.94% | -29.51% |
| Longest DD Days | 216.0 | 144.0 |
| Avg. Drawdown | -2.12% | -4.82% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-06-11 | -5.94 | 216 |
| 2024-06-09 | 2024-08-13 | -3.85 | 64 |
| 2024-08-13 | 2024-10-14 | -1.75 | 61 |
| 2024-11-06 | 2024-11-06 | -0.79 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 1.92% | 18.93% |
| Worst Week | -2.63% | -12.33% |
| Best Month | 2.11% | 37.42% |
| Worst Month | -2.63% | -17.69% |
| Best Year | -1.32% | 38.02% |
| Worst Year | -2.55% | 16.76% |
| Avg. Up Day | 0.75% | 0.8% |
| Avg. Down Day | -0.61% | -0.7% |
| Avg. Up Week | 1.03% | 6.33% |
| Avg. Down Week | -1.7% | -4.05% |
| Avg. Up Month | 1.03% | 8.25% |
| Avg. Down Month | -1.32% | -7.59% |
| Win Days % | 38.36% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |