| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -1.37% | 61.52% |
| Max Drawdown | -8.8% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.08 | 0.86 |
| Payoff Ratio | 1.11 | 0.94 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.53 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 112.47 | 2.58 |
| Outlier Loss Ratio | 3.54 | 2.38 |
| Volatility (ann.) | 4.47% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.15 | 2.02 |
| Skew | 1.19 | 0.21 |
| Kurtosis | 84.62 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.76% |
| Expected Yearly % | -0.69% | 27.09% |
| Kelly Criterion | -8.74% | 0.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11383100:BTCUSD | 11383100:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.75 | 0.07 | - |
| 2025 | 17.02 | -4.00 | -0.24 | - |
| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.56% | 31.76% |
| 6M | -2.23% | 12.25% |
| YTD | -4.0% | 17.02% |
| 1Y | -1.37% | 57.19% |
| 3Y (ann.) | -1.33% | 59.47% |
| 5Y (ann.) | -1.33% | 59.47% |
| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| Max Drawdown | -8.8% | -29.51% |
| Longest DD Days | 137.0 | 144.0 |
| Avg. Drawdown | -3.23% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-11 | -8.80 | 137 |
| 2024-07-10 | 2024-08-23 | -6.21 | 44 |
| 2024-09-25 | 2025-01-10 | -3.81 | 107 |
| 2025-01-15 | 2025-01-15 | -0.18 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -5.99% | -17.69% |
| Best Year | 2.75% | 38.02% |
| Worst Year | -4.0% | 17.02% |
| Avg. Up Day | 0.75% | 0.8% |
| Avg. Down Day | -0.68% | -0.86% |
| Avg. Up Week | 1.89% | 4.77% |
| Avg. Down Week | -1.98% | -2.22% |
| Avg. Up Month | 1.01% | 24.26% |
| Avg. Down Month | -1.46% | -2.09% |
| Win Days % | 42.86% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |