| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -18.9% | 61.52% |
| Max Drawdown | -20.27% | -29.51% |
| Sharpe | -0.96 | 0.59 |
| Sortino | -1.13 | 0.86 |
| Payoff Ratio | 0.76 | 0.71 |
| Profit Factor | 0.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.17 | 0.4 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 123.03 | 2.49 |
| Outlier Loss Ratio | 3.01 | 2.66 |
| Volatility (ann.) | 5.18% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.91 | 2.02 |
| Skew | -4.5 | 0.21 |
| Kurtosis | 79.84 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.6% | 3.76% |
| Expected Yearly % | -9.95% | 27.09% |
| Kelly Criterion | -40.76% | -15.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11387040:BTCUSD | 11387040:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.41 | -0.17 | - |
| 2025 | 17.02 | -13.35 | -0.78 | - |
| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.31% | 31.76% |
| 6M | -14.81% | 12.25% |
| YTD | -13.35% | 17.02% |
| 1Y | -18.9% | 57.19% |
| 3Y (ann.) | -18.45% | 59.47% |
| 5Y (ann.) | -18.45% | 59.47% |
| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| Max Drawdown | -20.27% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -10.23% | -4.82% |
| Avg. Drawdown Days | 160.0 | 14.0 |
| Recovery Factor | -0.93 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-06-11 | -20.27 | 321 |
| 2024-07-24 | 2024-07-24 | -0.18 | 0 |
| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 3.95% | 37.42% |
| Worst Month | -7.34% | -17.69% |
| Best Year | -6.41% | 38.02% |
| Worst Year | -13.35% | 17.02% |
| Avg. Up Day | 0.66% | 0.7% |
| Avg. Down Day | -0.88% | -0.98% |
| Avg. Up Week | 2.78% | 6.69% |
| Avg. Down Week | -2.3% | -4.49% |
| Avg. Up Month | 2.0% | 18.63% |
| Avg. Down Month | -2.76% | -7.67% |
| Win Days % | 39.39% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 26.32% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |