| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -13.3% | 61.16% |
| Max Drawdown | -18.3% | -29.51% |
| Sharpe | -0.54 | 0.59 |
| Sortino | -0.69 | 0.85 |
| Payoff Ratio | 0.82 | 0.76 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 81.22 | 2.61 |
| Outlier Loss Ratio | 3.11 | 2.94 |
| Volatility (ann.) | 6.09% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.71 | 2.0 |
| Skew | -1.4 | 0.21 |
| Kurtosis | 51.1 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.09% | 3.74% |
| Expected Yearly % | -6.89% | 26.95% |
| Kelly Criterion | -19.36% | -11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11395432:BTCUSD | 11395432:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.96 | -0.16 | - |
| 2025 | 16.76 | -7.80 | -0.47 | - |
| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.8% | 31.46% |
| 6M | -7.8% | 12.77% |
| YTD | -7.8% | 16.76% |
| 1Y | -14.96% | 56.84% |
| 3Y (ann.) | -12.97% | 59.12% |
| 5Y (ann.) | -12.97% | 59.12% |
| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| Max Drawdown | -18.3% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -18.30 | 313 |
| 2024-07-11 | 2024-08-01 | -2.01 | 21 |
| 2024-06-04 | 2024-07-11 | -0.41 | 36 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 4.38% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 1.95% | 37.42% |
| Worst Month | -8.94% | -17.69% |
| Best Year | -5.96% | 38.02% |
| Worst Year | -7.8% | 16.76% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 1.7% | 4.86% |
| Avg. Down Week | -3.9% | -4.57% |
| Avg. Up Month | 0.85% | 19.81% |
| Avg. Down Month | -4.51% | -8.73% |
| Win Days % | 46.34% | 51.86% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |