| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -27.42% | 61.16% |
| Max Drawdown | -27.42% | -29.51% |
| Sharpe | -1.12 | 0.59 |
| Sortino | -1.32 | 0.85 |
| Payoff Ratio | 0.85 | 0.85 |
| Profit Factor | 0.53 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.16 | 0.48 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 92.9 | 2.61 |
| Outlier Loss Ratio | 2.86 | 2.96 |
| Volatility (ann.) | 6.76% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.98 | 2.0 |
| Skew | -4.07 | 0.21 |
| Kurtosis | 78.47 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.43% | 3.74% |
| Expected Yearly % | -14.8% | 26.95% |
| Kelly Criterion | -39.75% | -4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11393790:BTCUSD | 11393790:btcusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.67 | -0.39 | - |
| 2025 | 16.76 | -14.94 | -0.89 | - |
| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.46% | 31.46% |
| 6M | -16.98% | 12.77% |
| YTD | -14.94% | 16.76% |
| 1Y | -27.42% | 56.84% |
| 3Y (ann.) | -26.79% | 59.12% |
| 5Y (ann.) | -26.79% | 59.12% |
| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| Max Drawdown | -27.42% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -27.42% | -4.82% |
| Avg. Drawdown Days | 336.0 | 14.0 |
| Recovery Factor | -1.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -27.42 | 336 |
| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 2.62% | 18.93% |
| Worst Week | -8.03% | -12.33% |
| Best Month | 2.62% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | -14.67% | 38.02% |
| Worst Year | -14.94% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -1.01% | -1.05% |
| Avg. Up Week | 2.62% | 0.37% |
| Avg. Down Week | -4.32% | -6.24% |
| Avg. Up Month | 0.34% | 10.89% |
| Avg. Down Month | -4.92% | -9.88% |
| Win Days % | 35.65% | 51.86% |
| Win Month % | 20.0% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |