| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.05% | 75.42% |
| Max Drawdown | -5.04% | -29.51% |
| Sharpe | 0.17 | 0.63 |
| Sortino | 0.24 | 0.92 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.69 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 206.11 | 2.24 |
| Outlier Loss Ratio | 3.33 | 2.23 |
| Volatility (ann.) | 2.88% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.36 | 2.19 |
| Skew | -4.37 | 0.2 |
| Kurtosis | 207.73 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 4.1% |
| Expected Yearly % | 1.02% | 32.45% |
| Kelly Criterion | -2.74% | 11.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.07% |
| Expected Shortfall (cVaR) | -0.25% | -2.07% |
| Year | 11386875:BTCUSD | 11386875:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.63 | 0.04 | - |
| 2025 | 27.10 | 0.42 | 0.02 | - |
| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.61% | 41.88% |
| 6M | 0.42% | 22.91% |
| YTD | 0.42% | 27.1% |
| 1Y | 1.29% | 82.29% |
| 3Y (ann.) | 1.82% | 64.73% |
| 5Y (ann.) | 1.82% | 64.73% |
| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| Max Drawdown | -5.04% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -1.87% | -4.71% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.41 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-05-18 | -5.04 | 241 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| 2024-08-24 | 2024-09-19 | -0.38 | 26 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| Best Day | 1.72% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 2.53% | 18.93% |
| Worst Week | -2.87% | -12.33% |
| Best Month | 2.53% | 37.42% |
| Worst Month | -2.87% | -17.69% |
| Best Year | 1.63% | 38.02% |
| Worst Year | 0.42% | 27.1% |
| Avg. Up Day | 0.84% | 0.88% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 1.59% | 7.43% |
| Avg. Down Week | -1.53% | -5.24% |
| Avg. Up Month | 1.62% | 8.19% |
| Avg. Down Month | -0.19% | -2.09% |
| Win Days % | 43.9% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |