| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -10.14% | 61.16% |
| Max Drawdown | -12.99% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.47 | 0.85 |
| Payoff Ratio | 0.97 | 0.85 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.36 | 0.48 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.93 | 2.65 |
| Outlier Loss Ratio | 3.45 | 3.02 |
| Volatility (ann.) | 6.94% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.76 | 2.0 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 50.47 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.82% | 3.74% |
| Expected Yearly % | -5.2% | 26.95% |
| Kelly Criterion | -13.27% | -4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11393848:BTCUSD | 11393848:btcusd:triple_med_gx:lsma150_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.76 | -0.18 | - |
| 2025 | 16.76 | -3.62 | -0.22 | - |
| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.18% | 31.46% |
| 6M | -3.62% | 12.77% |
| YTD | -3.62% | 16.76% |
| 1Y | -11.45% | 56.84% |
| 3Y (ann.) | -9.88% | 59.12% |
| 5Y (ann.) | -9.88% | 59.12% |
| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| Max Drawdown | -12.99% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -5.81% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-04 | 2025-06-11 | -12.99 | 67 |
| 2024-07-11 | 2025-03-24 | -12.58 | 256 |
| 2025-03-24 | 2025-04-04 | -2.22 | 10 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-04 | 2024-07-11 | -0.41 | 36 |
| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 4.29% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 8.51% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | -3.62% | 38.02% |
| Worst Year | -6.76% | 16.76% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.84% | -0.98% |
| Avg. Up Week | 0.58% | 4.86% |
| Avg. Down Week | -3.43% | -5.1% |
| Avg. Up Month | 1.02% | 24.15% |
| Avg. Down Month | -6.8% | -8.73% |
| Win Days % | 44.22% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |