| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -2.39% | 75.42% |
| Max Drawdown | -4.46% | -29.51% |
| Sharpe | -0.36 | 0.63 |
| Sortino | -0.61 | 0.92 |
| Payoff Ratio | 1.32 | 1.16 |
| Profit Factor | 0.6 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.23 | 0.67 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 852.98 | 2.18 |
| Outlier Loss Ratio | 5.12 | 2.14 |
| Volatility (ann.) | 1.45% | 24.55% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.48 | 2.19 |
| Skew | 14.85 | 0.2 |
| Kurtosis | 602.67 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 4.1% |
| Expected Yearly % | -1.2% | 32.45% |
| Kelly Criterion | -24.39% | 10.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.13% | -2.07% |
| Expected Shortfall (cVaR) | -0.13% | -2.07% |
| Year | 11394470:BTCUSD | 11394470:btcusd:triple_med_gx:lsma115_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.48 | 0.01 | - |
| 2025 | 27.10 | -2.86 | -0.11 | - |
| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.13% | 41.88% |
| 6M | -2.86% | 22.91% |
| YTD | -2.86% | 27.1% |
| 1Y | -4.46% | 82.29% |
| 3Y (ann.) | -2.13% | 64.73% |
| 5Y (ann.) | -2.13% | 64.73% |
| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| Max Drawdown | -4.46% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -2.32% | -4.71% |
| Avg. Drawdown Days | 162.0 | 14.0 |
| Recovery Factor | -0.54 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-17 | -4.46 | 324 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| Best Day | 2.34% | 9.33% |
| Worst Day | -1.14% | -9.32% |
| Best Week | 2.16% | 18.93% |
| Worst Week | -1.72% | -12.33% |
| Best Month | 2.16% | 37.42% |
| Worst Month | -1.72% | -17.69% |
| Best Year | 0.48% | 38.02% |
| Worst Year | -2.86% | 27.1% |
| Avg. Up Day | 0.51% | 0.61% |
| Avg. Down Day | -0.39% | -0.53% |
| Avg. Up Week | 0.91% | 6.64% |
| Avg. Down Week | -0.97% | -5.24% |
| Avg. Up Month | 2.16% | 3.1% |
| Avg. Down Month | -0.74% | -5.41% |
| Win Days % | 29.17% | 51.89% |
| Win Month % | 14.29% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |