| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -3.28% | 61.52% |
| Max Drawdown | -9.34% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.27 | 0.86 |
| Payoff Ratio | 1.39 | 0.92 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 194.4 | 2.14 |
| Outlier Loss Ratio | 2.73 | 2.17 |
| Volatility (ann.) | 4.42% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.34 | 2.02 |
| Skew | 12.78 | 0.21 |
| Kurtosis | 493.46 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.76% |
| Expected Yearly % | -1.65% | 27.09% |
| Kelly Criterion | -16.35% | -0.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11389848:BTCUSD | 11389848:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.70 | -0.04 | - |
| 2025 | 17.02 | -1.60 | -0.09 | - |
| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.44% | 31.76% |
| 6M | -1.6% | 12.25% |
| YTD | -1.6% | 17.02% |
| 1Y | -2.83% | 57.19% |
| 3Y (ann.) | -3.19% | 59.47% |
| 5Y (ann.) | -3.19% | 59.47% |
| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| Max Drawdown | -9.34% | -29.51% |
| Longest DD Days | 309.0 | 144.0 |
| Avg. Drawdown | -6.28% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-05 | 2025-06-11 | -9.34 | 309 |
| 2024-06-08 | 2024-08-05 | -3.23 | 58 |
| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -3.14% | -9.32% |
| Best Week | 2.12% | 18.93% |
| Worst Week | -1.9% | -12.33% |
| Best Month | 2.12% | 37.42% |
| Worst Month | -1.9% | -17.69% |
| Best Year | -1.6% | 38.02% |
| Worst Year | -1.7% | 17.02% |
| Avg. Up Day | 1.2% | 1.24% |
| Avg. Down Day | -0.86% | -1.35% |
| Avg. Up Week | 0.24% | 12.22% |
| Avg. Down Week | -0.69% | -3.73% |
| Avg. Up Month | 0.24% | 7.35% |
| Avg. Down Month | -1.18% | -9.42% |
| Win Days % | 32.43% | 51.9% |
| Win Month % | 28.57% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |