| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.46% | 61.52% |
| Max Drawdown | -9.95% | -29.51% |
| Sharpe | 0.0 | 0.59 |
| Sortino | 0.01 | 0.86 |
| Payoff Ratio | 1.04 | 0.79 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 117.88 | 2.28 |
| Outlier Loss Ratio | 2.88 | 2.24 |
| Volatility (ann.) | 5.23% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.05 | 2.02 |
| Skew | 4.6 | 0.21 |
| Kurtosis | 165.96 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.76% |
| Expected Yearly % | -0.23% | 27.09% |
| Kelly Criterion | -11.64% | -8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11389569:BTCUSD | 11389569:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.54 | 0.09 | - |
| 2025 | 17.02 | -3.86 | -0.23 | - |
| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -9.05% | 31.76% |
| 6M | 0.55% | 12.25% |
| YTD | -3.86% | 17.02% |
| 1Y | -2.2% | 57.19% |
| 3Y (ann.) | -0.45% | 59.47% |
| 5Y (ann.) | -0.45% | 59.47% |
| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| Max Drawdown | -9.95% | -29.51% |
| Longest DD Days | 198.0 | 144.0 |
| Avg. Drawdown | -2.79% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.05 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-08 | 2025-06-11 | -9.95 | 63 |
| 2024-06-04 | 2024-12-20 | -4.67 | 198 |
| 2025-02-02 | 2025-02-03 | -3.65 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2025-02-28 | 2025-02-28 | -0.18 | 0 |
| 2025-04-07 | 2025-04-08 | -0.18 | 0 |
| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 4.59% | 18.93% |
| Worst Week | -3.85% | -12.33% |
| Best Month | 5.71% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 3.54% | 38.02% |
| Worst Year | -3.86% | 17.02% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -0.86% | -1.18% |
| Avg. Up Week | 1.78% | 2.6% |
| Avg. Down Week | -2.01% | -3.78% |
| Avg. Up Month | 0.18% | 37.42% |
| Avg. Down Month | -1.97% | -8.73% |
| Win Days % | 43.08% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |