| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -0.14% | 61.16% |
| Max Drawdown | -6.71% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.02 | 0.85 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.66 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 92.58 | 2.64 |
| Outlier Loss Ratio | 4.07 | 2.59 |
| Volatility (ann.) | 4.7% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.02 | 2.0 |
| Skew | 0.55 | 0.21 |
| Kurtosis | 52.44 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.74% |
| Expected Yearly % | -0.07% | 26.95% |
| Kelly Criterion | -6.98% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11393616:BTCUSD | 11393616:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.55 | 0.04 | - |
| 2025 | 16.76 | -1.67 | -0.10 | - |
| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.53% | 31.46% |
| 6M | -1.0% | 12.77% |
| YTD | -1.67% | 16.76% |
| 1Y | -0.04% | 56.84% |
| 3Y (ann.) | -0.14% | 59.12% |
| 5Y (ann.) | -0.14% | 59.12% |
| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| Max Drawdown | -6.71% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.42% | -4.82% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-16 | -6.71 | 66 |
| 2025-02-14 | 2025-06-11 | -3.38 | 116 |
| 2024-08-31 | 2024-12-12 | -3.23 | 103 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-13 | 2025-02-14 | -1.55 | 62 |
| 2024-08-30 | 2024-08-30 | -0.18 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -2.44% | -9.32% |
| Best Week | 3.58% | 18.93% |
| Worst Week | -5.3% | -12.33% |
| Best Month | 2.02% | 37.42% |
| Worst Month | -2.43% | -17.69% |
| Best Year | 1.55% | 38.02% |
| Worst Year | -1.67% | 16.76% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 0.75% | 4.16% |
| Avg. Down Week | -1.82% | -4.88% |
| Avg. Up Month | 0.95% | 17.14% |
| Avg. Down Month | -1.88% | -12.52% |
| Win Days % | 41.44% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |