| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -14.69% | 61.16% |
| Max Drawdown | -18.87% | -29.51% |
| Sharpe | -0.68 | 0.59 |
| Sortino | -0.87 | 0.85 |
| Payoff Ratio | 0.92 | 0.86 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.49 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 103.02 | 2.58 |
| Outlier Loss Ratio | 3.37 | 2.86 |
| Volatility (ann.) | 5.45% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.76 | 2.0 |
| Skew | -1.21 | 0.21 |
| Kurtosis | 61.91 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.21% | 3.74% |
| Expected Yearly % | -7.64% | 26.95% |
| Kelly Criterion | -26.07% | -4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11395377:BTCUSD | 11395377:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.31 | -0.30 | - |
| 2025 | 16.76 | -3.81 | -0.23 | - |
| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.81% | 31.46% |
| 6M | -3.81% | 12.77% |
| YTD | -3.81% | 16.76% |
| 1Y | -14.05% | 56.84% |
| 3Y (ann.) | -14.33% | 59.12% |
| 5Y (ann.) | -14.33% | 59.12% |
| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| Max Drawdown | -18.87% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -9.52% | -4.82% |
| Avg. Drawdown Days | 186.0 | 14.0 |
| Recovery Factor | -0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-06-11 | -18.87 | 372 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 2.58% | 18.93% |
| Worst Week | -4.91% | -12.33% |
| Best Month | 1.17% | 37.42% |
| Worst Month | -6.33% | -17.69% |
| Best Year | -3.81% | 38.02% |
| Worst Year | -11.31% | 16.76% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 1.36% | 3.3% |
| Avg. Down Week | -2.66% | -5.1% |
| Avg. Up Month | 1.09% | 11.0% |
| Avg. Down Month | -3.54% | -8.04% |
| Win Days % | 39.62% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |