| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.68% | 61.52% |
| Max Drawdown | -12.53% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.23 | 0.86 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 102.89 | 2.52 |
| Outlier Loss Ratio | 3.26 | 2.54 |
| Volatility (ann.) | 5.14% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.29 | 2.02 |
| Skew | 1.85 | 0.21 |
| Kurtosis | 85.52 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.76% |
| Expected Yearly % | -1.85% | 27.09% |
| Kelly Criterion | -8.93% | 14.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11385158:BTCUSD | 11385158:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.73 | 0.12 | - |
| 2025 | 17.02 | -8.03 | -0.47 | - |
| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.01% | 31.76% |
| 6M | -5.1% | 12.25% |
| YTD | -8.03% | 17.02% |
| 1Y | -3.68% | 57.19% |
| 3Y (ann.) | -3.58% | 59.47% |
| 5Y (ann.) | -3.58% | 59.47% |
| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| Max Drawdown | -12.53% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -5.59% | -4.82% |
| Avg. Drawdown Days | 85.0 | 14.0 |
| Recovery Factor | -0.29 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -12.53 | 176 |
| 2024-07-03 | 2024-11-10 | -8.25 | 130 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-10 | 2024-12-15 | -0.36 | 35 |
| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.71% | 18.93% |
| Worst Week | -9.84% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -9.84% | -17.69% |
| Best Year | 4.73% | 38.02% |
| Worst Year | -8.03% | 17.02% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.0% | 7.77% |
| Avg. Down Week | -4.05% | -5.39% |
| Avg. Up Month | 2.2% | 18.38% |
| Avg. Down Month | -0.91% | -2.09% |
| Win Days % | 37.8% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |