| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -21.46% | 61.16% |
| Max Drawdown | -24.41% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -0.97 | 0.85 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 0.61 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.21 | 0.53 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 90.09 | 2.63 |
| Outlier Loss Ratio | 2.98 | 2.94 |
| Volatility (ann.) | 6.97% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.86 | 2.0 |
| Skew | -4.04 | 0.21 |
| Kurtosis | 74.21 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.84% | 3.74% |
| Expected Yearly % | -11.38% | 26.95% |
| Kelly Criterion | -31.8% | -0.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11397268:BTCUSD | 11397268:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.44 | -0.17 | - |
| 2025 | 16.76 | -16.05 | -0.96 | - |
| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.04% | 31.46% |
| 6M | -16.46% | 12.77% |
| YTD | -16.05% | 16.76% |
| 1Y | -19.54% | 56.84% |
| 3Y (ann.) | -20.95% | 59.12% |
| 5Y (ann.) | -20.95% | 59.12% |
| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| Max Drawdown | -24.41% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -12.29% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.88 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.41 | 369 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -9.84% | -12.33% |
| Best Month | 2.58% | 37.42% |
| Worst Month | -13.22% | -17.69% |
| Best Year | -6.44% | 38.02% |
| Worst Year | -16.05% | 16.76% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -1.0% | -1.08% |
| Avg. Up Week | 2.71% | 7.24% |
| Avg. Down Week | -2.65% | -4.83% |
| Avg. Up Month | 2.12% | 15.33% |
| Avg. Down Month | -5.21% | -8.96% |
| Win Days % | 35.19% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 31.82% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |