| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.6% | 75.42% |
| Max Drawdown | -8.52% | -29.51% |
| Sharpe | 0.05 | 0.63 |
| Sortino | 0.07 | 0.92 |
| Payoff Ratio | 0.96 | 0.64 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.45 | 0.37 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 193.32 | 2.22 |
| Outlier Loss Ratio | 2.6 | 2.23 |
| Volatility (ann.) | 3.99% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.06 | 2.19 |
| Skew | -5.91 | 0.2 |
| Kurtosis | 350.13 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 4.1% |
| Expected Yearly % | 0.3% | 32.45% |
| Kelly Criterion | -13.1% | -23.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.07% |
| Expected Shortfall (cVaR) | -0.34% | -2.07% |
| Year | 11384202:BTCUSD | 11384202:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.87 | -0.08 | - |
| 2025 | 27.10 | 3.57 | 0.13 | - |
| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.1% | 41.88% |
| 6M | 3.57% | 22.91% |
| YTD | 3.57% | 27.1% |
| 1Y | 3.49% | 82.29% |
| 3Y (ann.) | 0.53% | 64.73% |
| 5Y (ann.) | 0.53% | 64.73% |
| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| Max Drawdown | -8.52% | -29.51% |
| Longest DD Days | 285.0 | 144.0 |
| Avg. Drawdown | -2.38% | -4.71% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | 0.07 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-19 | -8.52 | 285 |
| 2025-05-23 | 2025-07-17 | -1.92 | 54 |
| 2024-06-05 | 2024-06-07 | -1.09 | 2 |
| 2025-04-08 | 2025-04-09 | -0.18 | 0 |
| 2025-05-23 | 2025-05-23 | -0.18 | 0 |
| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 4.91% | 18.93% |
| Worst Week | -5.35% | -12.33% |
| Best Month | 4.66% | 37.42% |
| Worst Month | -2.79% | -17.69% |
| Best Year | 3.57% | 38.02% |
| Worst Year | -2.87% | 27.1% |
| Avg. Up Day | 0.94% | 1.02% |
| Avg. Down Day | -0.99% | -1.59% |
| Avg. Up Week | 2.96% | 5.46% |
| Avg. Down Week | -1.86% | -3.73% |
| Avg. Up Month | 0.81% | 10.79% |
| Avg. Down Month | -1.75% | -8.04% |
| Win Days % | 44.74% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |