| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -9.47% | 61.16% |
| Max Drawdown | -11.55% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.74 | 0.85 |
| Payoff Ratio | 1.31 | 1.08 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.62 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 158.18 | 2.38 |
| Outlier Loss Ratio | 3.23 | 2.44 |
| Volatility (ann.) | 4.38% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.8 | 2.0 |
| Skew | 1.92 | 0.21 |
| Kurtosis | 125.71 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.76% | 3.74% |
| Expected Yearly % | -4.85% | 26.95% |
| Kelly Criterion | -21.07% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11395371:BTCUSD | 11395371:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.10 | -0.29 | - |
| 2025 | 16.76 | 1.84 | 0.11 | - |
| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.18% | 31.46% |
| 6M | 0.88% | 12.77% |
| YTD | 1.84% | 16.76% |
| 1Y | -8.78% | 56.84% |
| 3Y (ann.) | -9.23% | 59.12% |
| 5Y (ann.) | -9.23% | 59.12% |
| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| Max Drawdown | -11.55% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -5.86% | -4.82% |
| Avg. Drawdown Days | 186.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-06-11 | -11.55 | 372 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -2.62% | -9.32% |
| Best Week | 3.54% | 18.93% |
| Worst Week | -4.37% | -12.33% |
| Best Month | 4.12% | 37.42% |
| Worst Month | -4.37% | -17.69% |
| Best Year | 1.84% | 38.02% |
| Worst Year | -11.1% | 16.76% |
| Avg. Up Day | 0.97% | 1.02% |
| Avg. Down Day | -0.74% | -0.94% |
| Avg. Up Week | 1.0% | 3.3% |
| Avg. Down Week | -1.54% | -4.42% |
| Avg. Up Month | 1.53% | 11.11% |
| Avg. Down Month | -0.65% | -6.43% |
| Win Days % | 31.25% | 51.86% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |