| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -17.06% | 61.16% |
| Max Drawdown | -17.15% | -29.51% |
| Sharpe | -0.99 | 0.59 |
| Sortino | -1.19 | 0.85 |
| Payoff Ratio | 0.99 | 1.05 |
| Profit Factor | 0.46 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.12 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 175.28 | 2.14 |
| Outlier Loss Ratio | 2.95 | 2.62 |
| Volatility (ann.) | 4.49% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.97 | 2.0 |
| Skew | -3.86 | 0.21 |
| Kurtosis | 104.93 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.43% | 3.74% |
| Expected Yearly % | -8.93% | 26.95% |
| Kelly Criterion | -49.7% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11395034:BTCUSD | 11395034:btcusd:triple_med_gx:lsma105_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.71 | -0.31 | - |
| 2025 | 16.76 | -6.06 | -0.36 | - |
| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.16% |
| 3M | -0.99% | 31.46% |
| 6M | -5.87% | 12.77% |
| YTD | -6.06% | 16.76% |
| 1Y | -16.27% | 56.84% |
| 3Y (ann.) | -16.65% | 59.12% |
| 5Y (ann.) | -16.65% | 59.12% |
| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| Max Drawdown | -17.15% | -29.51% |
| Longest DD Days | 366.0 | 144.0 |
| Avg. Drawdown | -17.15% | -4.82% |
| Avg. Drawdown Days | 366.0 | 14.0 |
| Recovery Factor | -0.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -17.15 | 366 |
| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 1.39% | 18.93% |
| Worst Week | -4.83% | -12.33% |
| Best Month | 0.22% | 37.42% |
| Worst Month | -4.83% | -17.69% |
| Best Year | -6.06% | 38.02% |
| Worst Year | -11.71% | 16.76% |
| Avg. Up Day | 1.05% | 1.07% |
| Avg. Down Day | -1.06% | -1.02% |
| Avg. Up Week | 0.74% | 7.99% |
| Avg. Down Week | -2.71% | -3.74% |
| Avg. Up Month | 0.11% | 22.39% |
| Avg. Down Month | -3.61% | -8.96% |
| Win Days % | 25.42% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 18.75% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |