| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -19.1% | 61.16% |
| Max Drawdown | -21.2% | -29.51% |
| Sharpe | -1.2 | 0.59 |
| Sortino | -1.3 | 0.85 |
| Payoff Ratio | 0.59 | 0.58 |
| Profit Factor | 0.43 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.09 | 0.33 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 199.76 | 2.41 |
| Outlier Loss Ratio | 2.8 | 2.49 |
| Volatility (ann.) | 4.22% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.88 | 2.0 |
| Skew | -7.53 | 0.21 |
| Kurtosis | 89.6 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.62% | 3.74% |
| Expected Yearly % | -10.06% | 26.95% |
| Kelly Criterion | -68.63% | -30.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11395482:BTCUSD | 11395482:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.98 | -0.26 | - |
| 2025 | 16.76 | -10.13 | -0.60 | - |
| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -10.01% | 31.46% |
| 6M | -12.61% | 12.77% |
| YTD | -10.13% | 16.76% |
| 1Y | -20.01% | 56.84% |
| 3Y (ann.) | -18.64% | 59.12% |
| 5Y (ann.) | -18.64% | 59.12% |
| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| Max Drawdown | -21.2% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -7.17% | -4.82% |
| Avg. Drawdown Days | 112.0 | 14.0 |
| Recovery Factor | -0.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-09 | 2025-06-11 | -21.20 | 337 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| Best Day | 1.48% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 1.14% | 18.93% |
| Worst Week | -7.52% | -12.33% |
| Best Month | 1.14% | 37.42% |
| Worst Month | -7.52% | -17.69% |
| Best Year | -9.98% | 38.02% |
| Worst Year | -10.13% | 16.76% |
| Avg. Up Day | 0.56% | 0.59% |
| Avg. Down Day | -0.94% | -1.02% |
| Avg. Up Week | 0.97% | 2.01% |
| Avg. Down Week | -3.59% | -5.65% |
| Avg. Up Month | 0.62% | 19.41% |
| Avg. Down Month | -3.14% | -7.93% |
| Win Days % | 37.33% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |