| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -20.6% | 61.16% |
| Max Drawdown | -23.87% | -29.51% |
| Sharpe | -0.83 | 0.59 |
| Sortino | -0.99 | 0.85 |
| Payoff Ratio | 0.85 | 0.78 |
| Profit Factor | 0.61 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.21 | 0.44 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 95.51 | 2.64 |
| Outlier Loss Ratio | 2.69 | 2.91 |
| Volatility (ann.) | 6.49% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.84 | 2.0 |
| Skew | -4.71 | 0.21 |
| Kurtosis | 91.46 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.76% | 3.74% |
| Expected Yearly % | -10.89% | 26.95% |
| Kelly Criterion | -31.76% | -9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11393735:BTCUSD | 11393735:btcusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.79 | -0.36 | - |
| 2025 | 16.76 | -7.90 | -0.47 | - |
| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.72% | 31.46% |
| 6M | -8.72% | 12.77% |
| YTD | -7.9% | 16.76% |
| 1Y | -20.6% | 56.84% |
| 3Y (ann.) | -20.11% | 59.12% |
| 5Y (ann.) | -20.11% | 59.12% |
| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| Max Drawdown | -23.87% | -29.51% |
| Longest DD Days | 314.0 | 144.0 |
| Avg. Drawdown | -13.18% | -4.82% |
| Avg. Drawdown Days | 168.0 | 14.0 |
| Recovery Factor | -0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-06-11 | -23.87 | 314 |
| 2024-07-10 | 2024-07-31 | -2.48 | 21 |
| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 3.69% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 4.1% | 37.42% |
| Worst Month | -7.89% | -17.69% |
| Best Year | -7.9% | 38.02% |
| Worst Year | -13.79% | 16.76% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -1.04% | -1.16% |
| Avg. Up Week | 3.61% | 3.3% |
| Avg. Down Week | -3.97% | -6.75% |
| Avg. Up Month | 3.21% | 24.26% |
| Avg. Down Month | -5.29% | -9.88% |
| Win Days % | 39.6% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 31.25% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |