| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -11.74% | 61.52% |
| Max Drawdown | -13.27% | -29.51% |
| Sharpe | -0.92 | 0.59 |
| Sortino | -1.09 | 0.86 |
| Payoff Ratio | 0.96 | 0.86 |
| Profit Factor | 0.49 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 240.74 | 2.21 |
| Outlier Loss Ratio | 3.63 | 2.34 |
| Volatility (ann.) | 3.25% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.86 | 2.02 |
| Skew | -4.81 | 0.21 |
| Kurtosis | 103.34 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.96% | 3.76% |
| Expected Yearly % | -6.05% | 27.09% |
| Kelly Criterion | -43.81% | -4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.13% |
| Expected Shortfall (cVaR) | -0.29% | -2.13% |
| Year | 11384351:BTCUSD | 11384351:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.80 | -0.18 | - |
| 2025 | 17.02 | -5.30 | -0.31 | - |
| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.74% | 31.76% |
| 6M | -4.69% | 12.25% |
| YTD | -5.3% | 17.02% |
| 1Y | -11.74% | 57.19% |
| 3Y (ann.) | -11.45% | 59.47% |
| 5Y (ann.) | -11.45% | 59.47% |
| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| Max Drawdown | -13.27% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -6.73% | -4.82% |
| Avg. Drawdown Days | 160.0 | 14.0 |
| Recovery Factor | -0.88 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-06-11 | -13.27 | 321 |
| 2024-07-24 | 2024-07-24 | -0.18 | 0 |
| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| Best Day | 1.87% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 1.68% | 18.93% |
| Worst Week | -4.21% | -12.33% |
| Best Month | 0.75% | 37.42% |
| Worst Month | -3.84% | -17.69% |
| Best Year | -5.3% | 38.02% |
| Worst Year | -6.8% | 17.02% |
| Avg. Up Day | 0.66% | 0.7% |
| Avg. Down Day | -0.68% | -0.81% |
| Avg. Up Week | 1.03% | 4.6% |
| Avg. Down Week | -2.2% | -2.14% |
| Avg. Up Month | 0.75% | 14.11% |
| Avg. Down Month | -2.29% | -2.09% |
| Win Days % | 29.51% | 51.9% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |