| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -10.17% | 61.52% |
| Max Drawdown | -11.49% | -29.51% |
| Sharpe | -0.57 | 0.59 |
| Sortino | -0.71 | 0.86 |
| Payoff Ratio | 0.85 | 0.78 |
| Profit Factor | 0.71 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 131.7 | 2.54 |
| Outlier Loss Ratio | 3.37 | 2.51 |
| Volatility (ann.) | 4.41% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.86 | 2.02 |
| Skew | -3.27 | 0.21 |
| Kurtosis | 81.81 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.82% | 3.76% |
| Expected Yearly % | -5.22% | 27.09% |
| Kelly Criterion | -28.11% | -9.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11384301:BTCUSD | 11384301:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.45 | -0.09 | - |
| 2025 | 17.02 | -6.96 | -0.41 | - |
| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.85% | 31.76% |
| 6M | -6.96% | 12.25% |
| YTD | -6.96% | 17.02% |
| 1Y | -10.17% | 57.19% |
| 3Y (ann.) | -9.91% | 59.47% |
| 5Y (ann.) | -9.91% | 59.47% |
| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| Max Drawdown | -11.49% | -29.51% |
| Longest DD Days | 341.0 | 144.0 |
| Avg. Drawdown | -11.49% | -4.82% |
| Avg. Drawdown Days | 341.0 | 14.0 |
| Recovery Factor | -0.88 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -11.49 | 341 |
| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 3.68% | 18.93% |
| Worst Week | -4.84% | -12.33% |
| Best Month | 3.07% | 37.42% |
| Worst Month | -5.2% | -17.69% |
| Best Year | -3.45% | 38.02% |
| Worst Year | -6.96% | 17.02% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 2.19% | 5.37% |
| Avg. Down Week | -2.25% | -4.2% |
| Avg. Up Month | 1.77% | 18.63% |
| Avg. Down Month | -2.47% | -9.89% |
| Win Days % | 41.3% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |