| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -4.84% | 75.42% |
| Max Drawdown | -12.19% | -29.51% |
| Sharpe | -0.21 | 0.63 |
| Sortino | -0.28 | 0.92 |
| Payoff Ratio | 0.96 | 0.86 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.37 | 0.49 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 106.45 | 2.65 |
| Outlier Loss Ratio | 3.58 | 2.55 |
| Volatility (ann.) | 4.72% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.35 | 2.19 |
| Skew | -0.62 | 0.2 |
| Kurtosis | 82.39 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.35% | 4.1% |
| Expected Yearly % | -2.45% | 32.45% |
| Kelly Criterion | -15.61% | -4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.07% |
| Expected Shortfall (cVaR) | -0.41% | -2.07% |
| Year | 11383156:BTCUSD | 11383156:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.93 | 0.13 | - |
| 2025 | 27.10 | -9.31 | -0.34 | - |
| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| MTD | -0.35% | 10.71% |
| 3M | -0.34% | 41.88% |
| 6M | -9.69% | 22.91% |
| YTD | -9.31% | 27.1% |
| 1Y | -3.96% | 82.29% |
| 3Y (ann.) | -4.31% | 64.73% |
| 5Y (ann.) | -4.31% | 64.73% |
| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| Max Drawdown | -12.19% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.71% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.4 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-26 | 2025-07-17 | -12.19 | 293 |
| 2024-06-11 | 2024-08-21 | -3.87 | 71 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.25% | -9.32% |
| Best Week | 8.2% | 18.93% |
| Worst Week | -2.94% | -12.33% |
| Best Month | 8.2% | 37.42% |
| Worst Month | -4.2% | -17.69% |
| Best Year | 4.93% | 38.02% |
| Worst Year | -9.31% | 27.1% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.72% | -0.84% |
| Avg. Up Week | 2.86% | 5.97% |
| Avg. Down Week | -2.28% | -4.58% |
| Avg. Up Month | 1.37% | 4.88% |
| Avg. Down Month | -2.98% | -9.04% |
| Win Days % | 43.36% | 51.89% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 31.82% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |