| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 0.38% | 75.42% |
| Max Drawdown | -12.12% | -29.51% |
| Sharpe | 0.05 | 0.63 |
| Sortino | 0.07 | 0.92 |
| Payoff Ratio | 1.22 | 1.25 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.72 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 84.98 | 2.54 |
| Outlier Loss Ratio | 2.24 | 2.44 |
| Volatility (ann.) | 7.93% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.03 | 2.19 |
| Skew | -0.38 | 0.2 |
| Kurtosis | 281.86 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.03% | 4.1% |
| Expected Yearly % | 0.19% | 32.45% |
| Kelly Criterion | -1.55% | 13.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11392876:BTCUSD | 11392876:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.63 | -0.07 | - |
| 2025 | 27.10 | 3.10 | 0.11 | - |
| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -2.23% | 41.88% |
| 6M | 3.1% | 22.91% |
| YTD | 3.1% | 27.1% |
| 1Y | 0.32% | 82.29% |
| 3Y (ann.) | 0.34% | 64.73% |
| 5Y (ann.) | 0.34% | 64.73% |
| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| Max Drawdown | -12.12% | -29.51% |
| Longest DD Days | 280.0 | 144.0 |
| Avg. Drawdown | -3.33% | -4.71% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.03 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-09-09 | -12.12 | 91 |
| 2024-10-09 | 2025-07-17 | -10.00 | 280 |
| 2024-10-08 | 2024-10-09 | -0.53 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.73% | 18.93% |
| Worst Week | -3.9% | -12.33% |
| Best Month | 9.73% | 37.42% |
| Worst Month | -3.9% | -17.69% |
| Best Year | 3.1% | 38.02% |
| Worst Year | -2.63% | 27.1% |
| Avg. Up Day | 1.21% | 1.24% |
| Avg. Down Day | -0.99% | -1.0% |
| Avg. Up Week | 6.06% | 12.22% |
| Avg. Down Week | -3.51% | -3.32% |
| Avg. Up Month | 7.89% | 10.73% |
| Avg. Down Month | -2.91% | -9.88% |
| Win Days % | 44.16% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |