| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -7.39% | 61.16% |
| Max Drawdown | -7.97% | -29.51% |
| Sharpe | -0.48 | 0.59 |
| Sortino | -0.66 | 0.85 |
| Payoff Ratio | 1.5 | 1.28 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.73 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 195.26 | 2.14 |
| Outlier Loss Ratio | 3.64 | 2.2 |
| Volatility (ann.) | 3.72% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.9 | 2.0 |
| Skew | -0.32 | 0.21 |
| Kurtosis | 131.84 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.74% |
| Expected Yearly % | -3.77% | 26.95% |
| Kelly Criterion | -24.28% | 14.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11391951:BTCUSD | 11391951:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.99 | -0.10 | - |
| 2025 | 16.76 | -3.54 | -0.21 | - |
| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.34% | 31.46% |
| 6M | -2.6% | 12.77% |
| YTD | -3.54% | 16.76% |
| 1Y | -6.51% | 56.84% |
| 3Y (ann.) | -7.2% | 59.12% |
| 5Y (ann.) | -7.2% | 59.12% |
| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| Max Drawdown | -7.97% | -29.51% |
| Longest DD Days | 362.0 | 144.0 |
| Avg. Drawdown | -5.79% | -4.82% |
| Avg. Drawdown Days | 182.0 | 14.0 |
| Recovery Factor | -0.93 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2025-06-11 | -7.97 | 362 |
| 2024-06-10 | 2024-06-12 | -3.61 | 2 |
| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| Best Day | 2.82% | 9.33% |
| Worst Day | -2.57% | -9.32% |
| Best Week | 2.5% | 18.93% |
| Worst Week | -3.69% | -12.33% |
| Best Month | 2.5% | 37.42% |
| Worst Month | -3.69% | -17.69% |
| Best Year | -3.54% | 38.02% |
| Worst Year | -3.99% | 16.76% |
| Avg. Up Day | 1.01% | 1.11% |
| Avg. Down Day | -0.67% | -0.87% |
| Avg. Up Week | 1.17% | 7.99% |
| Avg. Down Week | -0.58% | -4.67% |
| Avg. Up Month | 1.26% | 22.39% |
| Avg. Down Month | -0.78% | -8.96% |
| Win Days % | 25.45% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 23.53% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |