| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -0.53% | 61.52% |
| Max Drawdown | -6.47% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.86 |
| Payoff Ratio | 0.85 | 0.85 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 210.56 | 2.35 |
| Outlier Loss Ratio | 3.81 | 2.17 |
| Volatility (ann.) | 2.84% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.08 | 2.02 |
| Skew | -8.64 | 0.21 |
| Kurtosis | 257.78 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.76% |
| Expected Yearly % | -0.27% | 27.09% |
| Kelly Criterion | -12.81% | -4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11383876:BTCUSD | 11383876:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.17 | 0.08 | - |
| 2025 | 17.02 | -3.59 | -0.21 | - |
| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.88% | 31.76% |
| 6M | -3.59% | 12.25% |
| YTD | -3.59% | 17.02% |
| 1Y | -0.53% | 57.19% |
| 3Y (ann.) | -0.52% | 59.47% |
| 5Y (ann.) | -0.52% | 59.47% |
| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| Max Drawdown | -6.47% | -29.51% |
| Longest DD Days | 235.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.08 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2025-06-11 | -6.47 | 235 |
| 2024-08-18 | 2024-10-18 | -2.10 | 60 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| Best Day | 1.55% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 2.17% | 18.93% |
| Worst Week | -5.63% | -12.33% |
| Best Month | 2.17% | 37.42% |
| Worst Month | -5.63% | -17.69% |
| Best Year | 3.17% | 38.02% |
| Worst Year | -3.59% | 17.02% |
| Avg. Up Day | 0.52% | 0.56% |
| Avg. Down Day | -0.61% | -0.65% |
| Avg. Up Week | 1.0% | 6.07% |
| Avg. Down Week | -2.18% | -3.15% |
| Avg. Up Month | 1.08% | 14.57% |
| Avg. Down Month | -0.44% | -5.41% |
| Win Days % | 48.28% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |