| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.6% | 61.16% |
| Max Drawdown | -6.71% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.17 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.41 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 112.1 | 2.61 |
| Outlier Loss Ratio | 3.86 | 2.59 |
| Volatility (ann.) | 4.36% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.38 | 2.0 |
| Skew | -0.09 | 0.21 |
| Kurtosis | 63.09 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.74% |
| Expected Yearly % | -1.31% | 26.95% |
| Kelly Criterion | -12.96% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11392062:BTCUSD | 11392062:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.62 | -0.10 | - |
| 2025 | 16.76 | 1.05 | 0.06 | - |
| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.14% | 31.46% |
| 6M | 0.72% | 12.77% |
| YTD | 1.05% | 16.76% |
| 1Y | -2.5% | 56.84% |
| 3Y (ann.) | -2.54% | 59.12% |
| 5Y (ann.) | -2.54% | 59.12% |
| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| Max Drawdown | -6.71% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -3.44% | -4.82% |
| Avg. Drawdown Days | 182.0 | 14.0 |
| Recovery Factor | -0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -6.71 | 365 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -2.44% | -9.32% |
| Best Week | 1.96% | 18.93% |
| Worst Week | -5.3% | -12.33% |
| Best Month | 1.46% | 37.42% |
| Worst Month | -4.25% | -17.69% |
| Best Year | 1.05% | 38.02% |
| Worst Year | -3.62% | 16.76% |
| Avg. Up Day | 0.76% | 0.81% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 0.57% | 4.29% |
| Avg. Down Week | -1.44% | -5.36% |
| Avg. Up Month | 0.7% | 15.63% |
| Avg. Down Month | -1.56% | -9.42% |
| Win Days % | 41.49% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |