| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -10.11% | 61.52% |
| Max Drawdown | -11.22% | -29.51% |
| Sharpe | -0.96 | 0.59 |
| Sortino | -1.1 | 0.86 |
| Payoff Ratio | 0.8 | 0.83 |
| Profit Factor | 0.46 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.11 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 314.52 | 2.16 |
| Outlier Loss Ratio | 3.89 | 2.29 |
| Volatility (ann.) | 2.67% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.88 | 2.02 |
| Skew | -6.9 | 0.21 |
| Kurtosis | 136.24 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.82% | 3.76% |
| Expected Yearly % | -5.19% | 27.09% |
| Kelly Criterion | -55.21% | -6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11385591:BTCUSD | 11385591:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.78 | -0.05 | - |
| 2025 | 17.02 | -8.49 | -0.50 | - |
| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.57% | 31.76% |
| 6M | -8.49% | 12.25% |
| YTD | -8.49% | 17.02% |
| 1Y | -10.11% | 57.19% |
| 3Y (ann.) | -9.86% | 59.47% |
| 5Y (ann.) | -9.86% | 59.47% |
| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| Max Drawdown | -11.22% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.9 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -11.22 | 259 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| Best Day | 1.51% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 0.64% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 0.64% | 37.42% |
| Worst Month | -6.75% | -17.69% |
| Best Year | -1.78% | 38.02% |
| Worst Year | -8.49% | 17.02% |
| Avg. Up Day | 0.52% | 0.58% |
| Avg. Down Day | -0.65% | -0.7% |
| Avg. Up Week | 0.38% | 3.32% |
| Avg. Down Week | -1.42% | -3.97% |
| Avg. Up Month | 0.55% | 8.61% |
| Avg. Down Month | -0.31% | -9.89% |
| Win Days % | 30.91% | 51.9% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |