| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -6.54% | 61.16% |
| Max Drawdown | -10.77% | -29.51% |
| Sharpe | -0.35 | 0.59 |
| Sortino | -0.47 | 0.85 |
| Payoff Ratio | 1.11 | 0.92 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.33 | 0.53 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 153.08 | 2.38 |
| Outlier Loss Ratio | 2.54 | 2.35 |
| Volatility (ann.) | 4.43% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.59 | 2.0 |
| Skew | -0.17 | 0.21 |
| Kurtosis | 115.61 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.52% | 3.74% |
| Expected Yearly % | -3.33% | 26.95% |
| Kelly Criterion | -16.21% | -0.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11396939:BTCUSD | 11396939:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.14 | -0.06 | - |
| 2025 | 16.76 | -4.49 | -0.27 | - |
| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.49% | 31.46% |
| 6M | -4.87% | 12.77% |
| YTD | -4.49% | 16.76% |
| 1Y | -6.54% | 56.84% |
| 3Y (ann.) | -6.37% | 59.12% |
| 5Y (ann.) | -6.37% | 59.12% |
| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| Max Drawdown | -10.77% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -7.55% | -4.82% |
| Avg. Drawdown Days | 169.0 | 14.0 |
| Recovery Factor | -0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -10.77 | 313 |
| 2024-07-07 | 2024-08-01 | -4.33 | 25 |
| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 3.11% | 18.93% |
| Worst Week | -8.18% | -12.33% |
| Best Month | 4.01% | 37.42% |
| Worst Month | -8.18% | -17.69% |
| Best Year | -2.14% | 38.02% |
| Worst Year | -4.49% | 16.76% |
| Avg. Up Day | 0.96% | 1.01% |
| Avg. Down Day | -0.87% | -1.1% |
| Avg. Up Week | 1.61% | 8.23% |
| Avg. Down Week | -2.73% | -4.86% |
| Avg. Up Month | 2.43% | 18.63% |
| Avg. Down Month | -0.47% | -5.98% |
| Win Days % | 38.89% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |