| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -8.59% | 61.52% |
| Max Drawdown | -12.7% | -29.51% |
| Sharpe | -0.42 | 0.59 |
| Sortino | -0.57 | 0.86 |
| Payoff Ratio | 1.0 | 0.86 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.32 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 98.7 | 2.6 |
| Outlier Loss Ratio | 3.79 | 2.64 |
| Volatility (ann.) | 4.89% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.66 | 2.02 |
| Skew | -0.53 | 0.21 |
| Kurtosis | 54.81 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.69% | 3.76% |
| Expected Yearly % | -4.39% | 27.09% |
| Kelly Criterion | -18.99% | -4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11381778:BTCUSD | 11381778:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.15 | -0.14 | - |
| 2025 | 17.02 | -3.62 | -0.21 | - |
| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.15% | 31.76% |
| 6M | -4.49% | 12.25% |
| YTD | -3.62% | 17.02% |
| 1Y | -8.59% | 57.19% |
| 3Y (ann.) | -8.37% | 59.47% |
| 5Y (ann.) | -8.37% | 59.47% |
| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| Max Drawdown | -12.7% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -3.86% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.68 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -12.70 | 259 |
| 2024-07-23 | 2024-08-20 | -4.14 | 27 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-24 | -1.92 | 33 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-23 | 2024-07-23 | -0.18 | 0 |
| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| Best Day | 2.87% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 3.71% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 3.71% | 37.42% |
| Worst Month | -6.33% | -17.69% |
| Best Year | -3.62% | 38.02% |
| Worst Year | -5.15% | 17.02% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.71% | -0.85% |
| Avg. Up Week | 2.27% | 8.11% |
| Avg. Down Week | -2.35% | -2.39% |
| Avg. Up Month | 2.63% | 14.11% |
| Avg. Down Month | -1.51% | -2.66% |
| Win Days % | 40.52% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 31.82% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |