| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.51% | 61.16% |
| Max Drawdown | -6.83% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.09 | 0.85 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 118.51 | 2.38 |
| Outlier Loss Ratio | 2.98 | 2.32 |
| Volatility (ann.) | 4.44% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.22 | 2.0 |
| Skew | 0.12 | 0.21 |
| Kurtosis | 74.08 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.74% |
| Expected Yearly % | -0.76% | 26.95% |
| Kelly Criterion | -10.02% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11393559:BTCUSD | 11393559:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.80 | -0.13 | - |
| 2025 | 16.76 | 3.45 | 0.21 | - |
| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.84% | 31.46% |
| 6M | 2.72% | 12.77% |
| YTD | 3.45% | 16.76% |
| 1Y | -0.58% | 56.84% |
| 3Y (ann.) | -1.47% | 59.12% |
| 5Y (ann.) | -1.47% | 59.12% |
| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| Max Drawdown | -6.83% | -29.51% |
| Longest DD Days | 366.0 | 144.0 |
| Avg. Drawdown | -6.83% | -4.82% |
| Avg. Drawdown Days | 366.0 | 14.0 |
| Recovery Factor | -0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -6.83 | 366 |
| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -2.47% | -9.32% |
| Best Week | 4.01% | 18.93% |
| Worst Week | -5.92% | -12.33% |
| Best Month | 3.94% | 37.42% |
| Worst Month | -2.82% | -17.69% |
| Best Year | 3.45% | 38.02% |
| Worst Year | -4.8% | 16.76% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 0.84% | 6.74% |
| Avg. Down Week | -2.77% | -4.56% |
| Avg. Up Month | 0.74% | 15.04% |
| Avg. Down Month | -1.77% | -9.25% |
| Win Days % | 42.03% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |