| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -4.67% | 61.52% |
| Max Drawdown | -7.57% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.31 | 0.86 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.39 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 134.14 | 2.42 |
| Outlier Loss Ratio | 3.28 | 2.42 |
| Volatility (ann.) | 4.69% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.6 | 2.02 |
| Skew | -0.27 | 0.21 |
| Kurtosis | 121.56 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 3.76% |
| Expected Yearly % | -2.36% | 27.09% |
| Kelly Criterion | -14.54% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11386569:BTCUSD | 11386569:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.13 | 0.08 | - |
| 2025 | 17.02 | -7.57 | -0.44 | - |
| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.54% | 31.76% |
| 6M | -4.52% | 12.25% |
| YTD | -7.57% | 17.02% |
| 1Y | -4.67% | 57.19% |
| 3Y (ann.) | -4.55% | 59.47% |
| 5Y (ann.) | -4.55% | 59.47% |
| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| Max Drawdown | -7.57% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -4.31% | -4.82% |
| Avg. Drawdown Days | 63.0 | 14.0 |
| Recovery Factor | -0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -7.57 | 154 |
| 2024-07-04 | 2024-08-20 | -6.04 | 46 |
| 2024-08-20 | 2024-09-17 | -3.80 | 28 |
| 2024-09-17 | 2024-12-16 | -3.17 | 89 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 3.29% | 18.93% |
| Worst Week | -5.16% | -12.33% |
| Best Month | 3.29% | 37.42% |
| Worst Month | -5.16% | -17.69% |
| Best Year | 3.13% | 38.02% |
| Worst Year | -7.57% | 17.02% |
| Avg. Up Day | 1.06% | 1.09% |
| Avg. Down Day | -0.77% | -0.91% |
| Avg. Up Week | 1.42% | 10.72% |
| Avg. Down Week | -2.91% | -4.1% |
| Avg. Up Month | 2.12% | 22.39% |
| Avg. Down Month | -2.19% | -2.09% |
| Win Days % | 33.85% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |