| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 1.72% | 61.52% |
| Max Drawdown | -6.57% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 120.87 | 2.41 |
| Outlier Loss Ratio | 3.86 | 2.27 |
| Volatility (ann.) | 4.35% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.26 | 2.02 |
| Skew | 1.21 | 0.21 |
| Kurtosis | 143.54 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.13% | 3.76% |
| Expected Yearly % | 0.86% | 27.09% |
| Kelly Criterion | -3.8% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11386031:BTCUSD | 11386031:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.17 | 0.16 | - |
| 2025 | 17.02 | -4.19 | -0.25 | - |
| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.67% | 31.76% |
| 6M | -4.19% | 12.25% |
| YTD | -4.19% | 17.02% |
| 1Y | 1.72% | 57.19% |
| 3Y (ann.) | 1.68% | 59.47% |
| 5Y (ann.) | 1.68% | 59.47% |
| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| Max Drawdown | -6.57% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -6.57 | 256 |
| 2024-06-13 | 2024-08-23 | -3.36 | 71 |
| 2024-08-25 | 2024-09-26 | -0.37 | 32 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -3.91% | -12.33% |
| Best Month | 6.27% | 37.42% |
| Worst Month | -4.35% | -17.69% |
| Best Year | 6.17% | 38.02% |
| Worst Year | -4.19% | 17.02% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.61% | -0.68% |
| Avg. Up Week | 2.33% | 6.56% |
| Avg. Down Week | -0.97% | -4.85% |
| Avg. Up Month | 1.09% | 14.39% |
| Avg. Down Month | -2.97% | -4.72% |
| Win Days % | 45.24% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 36.84% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |