| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -13.92% | 61.52% |
| Max Drawdown | -13.92% | -29.51% |
| Sharpe | -0.76 | 0.59 |
| Sortino | -0.89 | 0.86 |
| Payoff Ratio | 0.73 | 0.65 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.37 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 174.88 | 2.31 |
| Outlier Loss Ratio | 2.48 | 2.37 |
| Volatility (ann.) | 4.67% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.98 | 2.02 |
| Skew | -6.37 | 0.21 |
| Kurtosis | 146.09 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.15% | 3.76% |
| Expected Yearly % | -7.22% | 27.09% |
| Kelly Criterion | -50.6% | -21.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11388419:BTCUSD | 11388419:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.36 | -0.06 | - |
| 2025 | 17.02 | -11.84 | -0.70 | - |
| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.25% | 31.76% |
| 6M | -11.17% | 12.25% |
| YTD | -11.84% | 17.02% |
| 1Y | -13.92% | 57.19% |
| 3Y (ann.) | -13.58% | 59.47% |
| 5Y (ann.) | -13.58% | 59.47% |
| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| Max Drawdown | -13.92% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -13.92% | -4.82% |
| Avg. Drawdown Days | 321.0 | 14.0 |
| Recovery Factor | -1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-06-11 | -13.92 | 321 |
| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -4.76% | -12.33% |
| Best Month | 3.72% | 37.42% |
| Worst Month | -4.76% | -17.69% |
| Best Year | -2.36% | 38.02% |
| Worst Year | -11.84% | 17.02% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -1.07% | -1.25% |
| Avg. Up Week | 3.53% | 6.41% |
| Avg. Down Week | -2.37% | -5.1% |
| Avg. Up Month | 2.08% | 19.63% |
| Avg. Down Month | -3.92% | -9.5% |
| Win Days % | 36.67% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |