| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.78% | 61.52% |
| Max Drawdown | -8.11% | -29.51% |
| Sharpe | -0.0 | 0.59 |
| Sortino | -0.0 | 0.86 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.72 | 1.07 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 0.72 | 0.97 |
| Outlier Win Ratio | 60.98 | 2.85 |
| Outlier Loss Ratio | 3.82 | 2.66 |
| Volatility (ann.) | 5.91% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.09 | 2.02 |
| Skew | -1.41 | 0.21 |
| Kurtosis | 43.03 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.76% |
| Expected Yearly % | -0.39% | 27.09% |
| Kelly Criterion | -6.39% | 1.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11382423:BTCUSD | 11382423:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.86 | -0.08 | - |
| 2025 | 17.02 | 2.14 | 0.13 | - |
| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.85% | 31.76% |
| 6M | 4.56% | 12.25% |
| YTD | 2.14% | 17.02% |
| 1Y | -0.78% | 57.19% |
| 3Y (ann.) | -0.76% | 59.47% |
| 5Y (ann.) | -0.76% | 59.47% |
| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| Max Drawdown | -8.11% | -29.51% |
| Longest DD Days | 207.0 | 144.0 |
| Avg. Drawdown | -6.52% | -4.82% |
| Avg. Drawdown Days | 120.0 | 14.0 |
| Recovery Factor | -0.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-01-06 | -8.11 | 207 |
| 2025-01-07 | 2025-03-23 | -6.01 | 75 |
| 2025-03-24 | 2025-06-11 | -5.43 | 78 |
| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 3.81% | 18.93% |
| Worst Week | -5.31% | -12.33% |
| Best Month | 5.34% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 2.14% | 38.02% |
| Worst Year | -2.86% | 17.02% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 1.46% | 5.63% |
| Avg. Down Week | -2.01% | -5.07% |
| Avg. Up Month | 1.42% | 19.34% |
| Avg. Down Month | -3.23% | -12.52% |
| Win Days % | 47.83% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |