| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -12.65% | 75.42% |
| Max Drawdown | -15.78% | -29.51% |
| Sharpe | -0.58 | 0.63 |
| Sortino | -0.76 | 0.92 |
| Payoff Ratio | 1.05 | 0.9 |
| Profit Factor | 0.67 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.26 | 0.51 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 128.32 | 2.52 |
| Outlier Loss Ratio | 3.07 | 2.55 |
| Volatility (ann.) | 4.97% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.72 | 2.19 |
| Skew | 0.17 | 0.2 |
| Kurtosis | 106.62 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.96% | 4.1% |
| Expected Yearly % | -6.54% | 32.45% |
| Kelly Criterion | -22.35% | -1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.07% |
| Expected Shortfall (cVaR) | -0.44% | -2.07% |
| Year | 11395372:BTCUSD | 11395372:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.93 | -0.31 | - |
| 2025 | 27.10 | -0.82 | -0.03 | - |
| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.0% | 41.88% |
| 6M | -0.82% | 22.91% |
| YTD | -0.82% | 27.1% |
| 1Y | -9.38% | 82.29% |
| 3Y (ann.) | -11.32% | 64.73% |
| 5Y (ann.) | -11.32% | 64.73% |
| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| Max Drawdown | -15.78% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -15.78% | -4.71% |
| Avg. Drawdown Days | 374.0 | 14.0 |
| Recovery Factor | -0.8 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-17 | -15.78 | 374 |
| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 5.0% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 5.0% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | -0.82% | 38.02% |
| Worst Year | -11.93% | 27.1% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.75% | -0.91% |
| Avg. Up Week | 0.89% | 2.78% |
| Avg. Down Week | -2.14% | -5.07% |
| Avg. Up Month | 1.03% | 6.96% |
| Avg. Down Month | -2.91% | -5.98% |
| Win Days % | 37.36% | 51.89% |
| Win Month % | 45.45% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |