| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 1.4% | 61.52% |
| Max Drawdown | -5.72% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.2 | 0.86 |
| Payoff Ratio | 1.74 | 1.71 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.98 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 234.77 | 2.14 |
| Outlier Loss Ratio | 2.92 | 2.17 |
| Volatility (ann.) | 3.19% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.24 | 2.02 |
| Skew | 5.7 | 0.21 |
| Kurtosis | 257.94 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.76% |
| Expected Yearly % | 0.7% | 27.09% |
| Kelly Criterion | -5.03% | 23.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11391360:BTCUSD | 11391360:btcusd:triple_med_gx:lsma95_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.32 | 0.06 | - |
| 2025 | 17.02 | -0.90 | -0.05 | - |
| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.12% | 31.76% |
| 6M | -0.9% | 12.25% |
| YTD | -0.9% | 17.02% |
| 1Y | 1.35% | 57.19% |
| 3Y (ann.) | 1.36% | 59.47% |
| 5Y (ann.) | 1.36% | 59.47% |
| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| Max Drawdown | -5.72% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -1.99% | -4.82% |
| Avg. Drawdown Days | 91.0 | 14.0 |
| Recovery Factor | 0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-06-11 | -5.72 | 274 |
| 2024-08-06 | 2024-09-09 | -1.68 | 34 |
| 2024-06-09 | 2024-08-06 | -0.37 | 57 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 3.8% | 18.93% |
| Worst Week | -2.03% | -12.33% |
| Best Month | 3.8% | 37.42% |
| Worst Month | -2.03% | -17.69% |
| Best Year | 2.32% | 38.02% |
| Worst Year | -0.9% | 17.02% |
| Avg. Up Day | 1.49% | 1.52% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.8% | 12.22% |
| Avg. Down Week | -2.0% | -5.74% |
| Avg. Up Month | 2.46% | 10.73% |
| Avg. Down Month | -1.63% | -10.46% |
| Win Days % | 33.33% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |