| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -12.4% | 61.16% |
| Max Drawdown | -19.49% | -29.51% |
| Sharpe | -0.55 | 0.59 |
| Sortino | -0.7 | 0.85 |
| Payoff Ratio | 0.87 | 0.79 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.45 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 100.84 | 2.58 |
| Outlier Loss Ratio | 2.96 | 2.91 |
| Volatility (ann.) | 5.56% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.62 | 2.0 |
| Skew | -1.43 | 0.21 |
| Kurtosis | 60.14 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.01% | 3.74% |
| Expected Yearly % | -6.41% | 26.95% |
| Kelly Criterion | -22.77% | -8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11395429:BTCUSD | 11395429:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.49 | -0.30 | - |
| 2025 | 16.76 | -1.03 | -0.06 | - |
| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.32% | 31.46% |
| 6M | -2.89% | 12.77% |
| YTD | -1.03% | 16.76% |
| 1Y | -12.4% | 56.84% |
| 3Y (ann.) | -12.09% | 59.12% |
| 5Y (ann.) | -12.09% | 59.12% |
| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| Max Drawdown | -19.49% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -11.15% | -4.82% |
| Avg. Drawdown Days | 168.0 | 14.0 |
| Recovery Factor | -0.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -19.49 | 313 |
| 2024-07-08 | 2024-08-01 | -2.81 | 24 |
| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 4.38% | 18.93% |
| Worst Week | -5.49% | -12.33% |
| Best Month | 5.06% | 37.42% |
| Worst Month | -5.49% | -17.69% |
| Best Year | -1.03% | 38.02% |
| Worst Year | -11.49% | 16.76% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.95% | -1.07% |
| Avg. Up Week | 2.39% | 3.3% |
| Avg. Down Week | -2.38% | -4.97% |
| Avg. Up Month | 3.05% | 24.26% |
| Avg. Down Month | -2.55% | -9.88% |
| Win Days % | 43.01% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 30.77% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |