| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.79% | 61.52% |
| Max Drawdown | -7.44% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.04 | 0.86 |
| Payoff Ratio | 1.61 | 1.73 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.98 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 130.52 | 2.34 |
| Outlier Loss Ratio | 3.55 | 2.35 |
| Volatility (ann.) | 4.28% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.1 | 2.02 |
| Skew | 4.4 | 0.21 |
| Kurtosis | 113.01 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.76% |
| Expected Yearly % | -0.4% | 27.09% |
| Kelly Criterion | -7.27% | 24.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11386592:BTCUSD | 11386592:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.60 | 0.15 | - |
| 2025 | 17.02 | -6.05 | -0.36 | - |
| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.51% | 31.76% |
| 6M | -7.25% | 12.25% |
| YTD | -6.05% | 17.02% |
| 1Y | -0.79% | 57.19% |
| 3Y (ann.) | -0.77% | 59.47% |
| 5Y (ann.) | -0.77% | 59.47% |
| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| Max Drawdown | -7.44% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.45% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -7.44 | 175 |
| 2024-08-20 | 2024-09-18 | -3.85 | 29 |
| 2024-07-10 | 2024-08-20 | -1.39 | 41 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-10-18 | 2024-11-10 | -0.86 | 22 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 4.94% | 18.93% |
| Worst Week | -3.42% | -12.33% |
| Best Month | 4.94% | 37.42% |
| Worst Month | -3.42% | -17.69% |
| Best Year | 5.6% | 38.02% |
| Worst Year | -6.05% | 17.02% |
| Avg. Up Day | 1.1% | 1.15% |
| Avg. Down Day | -0.69% | -0.66% |
| Avg. Up Week | 4.62% | 11.66% |
| Avg. Down Week | -1.74% | -3.28% |
| Avg. Up Month | 4.62% | 22.39% |
| Avg. Down Month | -1.2% | -4.68% |
| Win Days % | 33.87% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |