| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -6.85% | 61.52% |
| Max Drawdown | -12.07% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.36 | 0.86 |
| Payoff Ratio | 1.16 | 1.18 |
| Profit Factor | 0.86 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.39 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 85.09 | 2.7 |
| Outlier Loss Ratio | 3.31 | 2.64 |
| Volatility (ann.) | 5.95% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.55 | 2.02 |
| Skew | -0.66 | 0.21 |
| Kurtosis | 69.3 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.54% | 3.76% |
| Expected Yearly % | -3.49% | 27.09% |
| Kelly Criterion | -14.45% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11383831:BTCUSD | 11383831:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.32 | -0.09 | - |
| 2025 | 17.02 | -3.66 | -0.21 | - |
| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.57% | 31.76% |
| 6M | -3.64% | 12.25% |
| YTD | -3.66% | 17.02% |
| 1Y | -6.85% | 57.19% |
| 3Y (ann.) | -6.68% | 59.47% |
| 5Y (ann.) | -6.68% | 59.47% |
| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| Max Drawdown | -12.07% | -29.51% |
| Longest DD Days | 341.0 | 144.0 |
| Avg. Drawdown | -12.07% | -4.82% |
| Avg. Drawdown Days | 341.0 | 14.0 |
| Recovery Factor | -0.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -12.07 | 341 |
| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -7.39% | -12.33% |
| Best Month | 5.33% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | -3.32% | 38.02% |
| Worst Year | -3.66% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.83% | -0.82% |
| Avg. Up Week | 3.53% | 10.69% |
| Avg. Down Week | -4.76% | -4.1% |
| Avg. Up Month | 2.63% | 16.69% |
| Avg. Down Month | -1.11% | -8.73% |
| Win Days % | 38.53% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |