| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -15.88% | 61.16% |
| Max Drawdown | -19.15% | -29.51% |
| Sharpe | -0.74 | 0.59 |
| Sortino | -0.96 | 0.85 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 0.63 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.23 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 115.03 | 2.54 |
| Outlier Loss Ratio | 3.03 | 2.7 |
| Volatility (ann.) | 5.49% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.81 | 2.0 |
| Skew | -0.26 | 0.21 |
| Kurtosis | 74.02 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.32% | 3.74% |
| Expected Yearly % | -8.29% | 26.95% |
| Kelly Criterion | -26.85% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11395374:BTCUSD | 11395374:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.73 | -0.39 | - |
| 2025 | 16.76 | -1.35 | -0.08 | - |
| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.72% | 31.46% |
| 6M | -1.35% | 12.77% |
| YTD | -1.35% | 16.76% |
| 1Y | -15.88% | 56.84% |
| 3Y (ann.) | -15.49% | 59.12% |
| 5Y (ann.) | -15.49% | 59.12% |
| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -19.15% | -4.82% |
| Avg. Drawdown Days | 336.0 | 14.0 |
| Recovery Factor | -0.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -19.15 | 336 |
| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 3.54% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 3.54% | 37.42% |
| Worst Month | -6.55% | -17.69% |
| Best Year | -1.35% | 38.02% |
| Worst Year | -14.73% | 16.76% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 1.36% | 3.3% |
| Avg. Down Week | -2.76% | -4.59% |
| Avg. Up Month | 1.04% | 11.0% |
| Avg. Down Month | -6.55% | -8.73% |
| Win Days % | 36.26% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 30.77% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |