| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -5.65% | 61.52% |
| Max Drawdown | -5.65% | -29.51% |
| Sharpe | -0.5 | 0.59 |
| Sortino | -0.69 | 0.86 |
| Payoff Ratio | 1.53 | 1.47 |
| Profit Factor | 0.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.84 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 334.46 | 2.14 |
| Outlier Loss Ratio | 3.78 | 2.17 |
| Volatility (ann.) | 2.72% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.97 | 2.02 |
| Skew | 1.34 | 0.21 |
| Kurtosis | 215.38 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.45% | 3.76% |
| Expected Yearly % | -2.86% | 27.09% |
| Kelly Criterion | -25.25% | 19.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11388027:BTCUSD | 11388027:btcusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.94 | -0.08 | - |
| 2025 | 17.02 | -2.79 | -0.16 | - |
| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.33% | 31.76% |
| 6M | -3.75% | 12.25% |
| YTD | -2.79% | 17.02% |
| 1Y | -5.65% | 57.19% |
| 3Y (ann.) | -5.5% | 59.47% |
| 5Y (ann.) | -5.5% | 59.47% |
| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| Max Drawdown | -5.65% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -5.65% | -4.82% |
| Avg. Drawdown Days | 336.0 | 14.0 |
| Recovery Factor | -1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -5.65 | 336 |
| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 2.31% | 18.93% |
| Worst Week | -2.88% | -12.33% |
| Best Month | 2.31% | 37.42% |
| Worst Month | -2.88% | -17.69% |
| Best Year | -2.79% | 38.02% |
| Worst Year | -2.94% | 17.02% |
| Avg. Up Day | 0.92% | 1.03% |
| Avg. Down Day | -0.61% | -0.7% |
| Avg. Up Week | 0.97% | 7.81% |
| Avg. Down Week | -0.9% | -3.28% |
| Avg. Up Month | 1.21% | 22.39% |
| Avg. Down Month | -1.93% | -5.98% |
| Win Days % | 24.32% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |