| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -15.78% | 61.16% |
| Max Drawdown | -20.21% | -29.51% |
| Sharpe | -0.73 | 0.59 |
| Sortino | -0.93 | 0.85 |
| Payoff Ratio | 0.89 | 0.8 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.46 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 98.42 | 2.58 |
| Outlier Loss Ratio | 3.38 | 2.84 |
| Volatility (ann.) | 5.51% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.76 | 2.0 |
| Skew | -1.16 | 0.21 |
| Kurtosis | 58.95 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.31% | 3.74% |
| Expected Yearly % | -8.23% | 26.95% |
| Kelly Criterion | -24.64% | -8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11395376:BTCUSD | 11395376:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.61 | -0.33 | - |
| 2025 | 16.76 | -3.62 | -0.22 | - |
| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.16% | 31.46% |
| 6M | -3.62% | 12.77% |
| YTD | -3.62% | 16.76% |
| 1Y | -15.32% | 56.84% |
| 3Y (ann.) | -15.39% | 59.12% |
| 5Y (ann.) | -15.39% | 59.12% |
| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| Max Drawdown | -20.21% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -7.65% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -20.21 | 313 |
| 2024-06-03 | 2024-08-01 | -2.55 | 59 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 2.58% | 18.93% |
| Worst Week | -5.17% | -12.33% |
| Best Month | 1.31% | 37.42% |
| Worst Month | -6.33% | -17.69% |
| Best Year | -3.62% | 38.02% |
| Worst Year | -12.61% | 16.76% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 1.36% | 3.3% |
| Avg. Down Week | -2.76% | -5.1% |
| Avg. Up Month | 0.91% | 11.0% |
| Avg. Down Month | -3.43% | -8.04% |
| Win Days % | 41.38% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |