| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -20.62% | 61.16% |
| Max Drawdown | -26.23% | -29.51% |
| Sharpe | -0.73 | 0.59 |
| Sortino | -0.83 | 0.85 |
| Payoff Ratio | 0.69 | 0.64 |
| Profit Factor | 0.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.36 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 98.19 | 2.57 |
| Outlier Loss Ratio | 2.71 | 2.78 |
| Volatility (ann.) | 7.29% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.77 | 2.0 |
| Skew | -11.83 | 0.21 |
| Kurtosis | 284.99 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.76% | 3.74% |
| Expected Yearly % | -10.9% | 26.95% |
| Kelly Criterion | -39.49% | -23.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11397160:BTCUSD | 11397160:btcusd:triple_med_gx:lsma145_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.21 | -0.45 | - |
| 2025 | 16.76 | -4.12 | -0.25 | - |
| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.25% | 31.46% |
| 6M | -4.12% | 12.77% |
| YTD | -4.12% | 16.76% |
| 1Y | -20.09% | 56.84% |
| 3Y (ann.) | -20.13% | 59.12% |
| 5Y (ann.) | -20.13% | 59.12% |
| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| Max Drawdown | -26.23% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -13.53% | -4.82% |
| Avg. Drawdown Days | 185.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -26.23 | 335 |
| 2024-06-05 | 2024-07-11 | -0.84 | 35 |
| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 8.27% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 5.15% | 37.42% |
| Worst Month | -14.48% | -17.69% |
| Best Year | -4.12% | 38.02% |
| Worst Year | -17.21% | 16.76% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -1.03% | -1.14% |
| Avg. Up Week | 3.73% | 10.55% |
| Avg. Down Week | -3.25% | -3.42% |
| Avg. Up Month | 2.5% | 19.81% |
| Avg. Down Month | -5.26% | -5.35% |
| Win Days % | 43.12% | 51.86% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 22.22% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |