| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 0.16% | 61.52% |
| Max Drawdown | -6.82% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.05 | 0.86 |
| Payoff Ratio | 1.3 | 1.14 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 107.99 | 2.54 |
| Outlier Loss Ratio | 3.88 | 2.44 |
| Volatility (ann.) | 4.43% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.02 | 2.02 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 73.29 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.76% |
| Expected Yearly % | 0.08% | 27.09% |
| Kelly Criterion | -6.24% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11389432:BTCUSD | 11389432:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.24 | 0.11 | - |
| 2025 | 17.02 | -3.91 | -0.23 | - |
| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.98% | 31.76% |
| 6M | -6.19% | 12.25% |
| YTD | -3.91% | 17.02% |
| 1Y | 0.16% | 57.19% |
| 3Y (ann.) | 0.16% | 59.47% |
| 5Y (ann.) | 0.16% | 59.47% |
| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| Max Drawdown | -6.82% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.02 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-06-11 | -6.82 | 85 |
| 2024-07-03 | 2024-09-19 | -6.75 | 78 |
| 2024-12-17 | 2025-03-17 | -3.93 | 89 |
| 2024-12-17 | 2024-12-17 | -0.19 | 0 |
| 2024-11-10 | 2024-11-11 | -0.18 | 0 |
| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 5.44% | 18.93% |
| Worst Week | -3.08% | -12.33% |
| Best Month | 5.44% | 37.42% |
| Worst Month | -4.12% | -17.69% |
| Best Year | 4.24% | 38.02% |
| Worst Year | -3.91% | 17.02% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.64% | -0.77% |
| Avg. Up Week | 2.53% | 10.15% |
| Avg. Down Week | -1.81% | -3.16% |
| Avg. Up Month | 2.64% | 17.15% |
| Avg. Down Month | -2.28% | -4.68% |
| Win Days % | 40.0% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |