| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.2% | 61.52% |
| Max Drawdown | -7.95% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.05 | 0.86 |
| Payoff Ratio | 1.67 | 1.77 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 1.01 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 149.55 | 2.32 |
| Outlier Loss Ratio | 3.61 | 2.26 |
| Volatility (ann.) | 3.88% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.02 | 2.02 |
| Skew | 2.63 | 0.21 |
| Kurtosis | 176.02 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.76% |
| Expected Yearly % | 0.1% | 27.09% |
| Kelly Criterion | -4.6% | 24.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11386843:BTCUSD | 11386843:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.15 | 0.06 | - |
| 2025 | 17.02 | -1.92 | -0.11 | - |
| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.87% | 31.76% |
| 6M | -1.92% | 12.25% |
| YTD | -1.92% | 17.02% |
| 1Y | 0.2% | 57.19% |
| 3Y (ann.) | 0.19% | 59.47% |
| 5Y (ann.) | 0.19% | 59.47% |
| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| Max Drawdown | -7.95% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -3.18% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.02 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-06-11 | -7.95 | 264 |
| 2024-07-14 | 2024-08-23 | -1.01 | 40 |
| 2024-08-24 | 2024-09-19 | -0.59 | 26 |
| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.32% | 18.93% |
| Worst Week | -2.91% | -12.33% |
| Best Month | 4.89% | 37.42% |
| Worst Month | -2.91% | -17.69% |
| Best Year | 2.15% | 38.02% |
| Worst Year | -1.92% | 17.02% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -0.63% | -0.61% |
| Avg. Up Week | 2.25% | 4.85% |
| Avg. Down Week | -1.53% | -4.52% |
| Avg. Up Month | 0.71% | 10.73% |
| Avg. Down Month | -0.19% | -2.09% |
| Win Days % | 34.55% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |