| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.08% | 61.52% |
| Max Drawdown | -3.92% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 2.39 | 1.58 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.34 | 0.9 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 257.4 | 2.14 |
| Outlier Loss Ratio | 4.61 | 2.11 |
| Volatility (ann.) | 2.61% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.01 | 2.02 |
| Skew | 12.47 | 0.21 |
| Kurtosis | 291.86 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.31% | 3.76% |
| Expected Yearly % | 2.02% | 27.09% |
| Kelly Criterion | 7.31% | 21.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.13% |
| Expected Shortfall (cVaR) | -0.22% | -2.13% |
| Year | 11388345:BTCUSD | 11388345:btcusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.82 | 0.10 | - |
| 2025 | 17.02 | 0.25 | 0.01 | - |
| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.25% | 31.76% |
| 6M | 0.25% | 12.25% |
| YTD | 0.25% | 17.02% |
| 1Y | 4.08% | 57.19% |
| 3Y (ann.) | 3.97% | 59.47% |
| 5Y (ann.) | 3.97% | 59.47% |
| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| Max Drawdown | -3.92% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -1.12% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | 1.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-06-11 | -3.92 | 264 |
| 2024-08-24 | 2024-09-19 | -0.20 | 25 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2024-08-24 | 2024-08-24 | -0.18 | 0 |
| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -1.39% | -9.32% |
| Best Week | 2.97% | 18.93% |
| Worst Week | -1.92% | -12.33% |
| Best Month | 2.97% | 37.42% |
| Worst Month | -1.92% | -17.69% |
| Best Year | 3.82% | 38.02% |
| Worst Year | 0.25% | 17.02% |
| Avg. Up Day | 1.21% | 1.29% |
| Avg. Down Day | -0.51% | -0.82% |
| Avg. Up Week | 1.66% | 6.15% |
| Avg. Down Week | -0.65% | -2.72% |
| Avg. Up Month | 1.66% | 8.92% |
| Avg. Down Month | -1.92% | -2.09% |
| Win Days % | 34.62% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 71.43% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |