| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -10.99% | 61.16% |
| Max Drawdown | -12.3% | -29.51% |
| Sharpe | -0.89 | 0.59 |
| Sortino | -1.08 | 0.85 |
| Payoff Ratio | 1.15 | 1.16 |
| Profit Factor | 0.37 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.09 | 0.66 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 405.7 | 2.14 |
| Outlier Loss Ratio | 3.2 | 2.17 |
| Volatility (ann.) | 3.13% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.87 | 2.0 |
| Skew | -2.93 | 0.21 |
| Kurtosis | 182.62 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.89% | 3.74% |
| Expected Yearly % | -5.65% | 26.95% |
| Kelly Criterion | -48.6% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.13% |
| Expected Shortfall (cVaR) | -0.28% | -2.13% |
| Year | 11398145:BTCUSD | 11398145:btcusd:triple_med_gx:lsma135_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.87 | -0.29 | - |
| 2025 | 16.76 | -0.13 | -0.01 | - |
| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.55% | 31.46% |
| 6M | -0.13% | 12.77% |
| YTD | -0.13% | 16.76% |
| 1Y | -10.99% | 56.84% |
| 3Y (ann.) | -10.71% | 59.12% |
| 5Y (ann.) | -10.71% | 59.12% |
| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| Max Drawdown | -12.3% | -29.51% |
| Longest DD Days | 334.0 | 144.0 |
| Avg. Drawdown | -12.3% | -4.82% |
| Avg. Drawdown Days | 334.0 | 14.0 |
| Recovery Factor | -0.89 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-12 | 2025-06-11 | -12.30 | 334 |
| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -2.47% | -9.32% |
| Best Week | 3.54% | 18.93% |
| Worst Week | -3.87% | -12.33% |
| Best Month | 3.54% | 37.42% |
| Worst Month | -5.51% | -17.69% |
| Best Year | -0.13% | 38.02% |
| Worst Year | -10.87% | 16.76% |
| Avg. Up Day | 0.86% | 0.95% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.97% | -5.71% |
| Avg. Up Month | 3.54% | 9.7% |
| Avg. Down Month | -0.43% | -8.73% |
| Win Days % | 20.51% | 51.86% |
| Win Month % | 14.29% | 61.54% |
| Win Week % | 10.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |