| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -12.6% | 61.16% |
| Max Drawdown | -13.32% | -29.51% |
| Sharpe | -1.07 | 0.59 |
| Sortino | -1.12 | 0.85 |
| Payoff Ratio | 0.49 | 0.52 |
| Profit Factor | 0.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.03 | 0.3 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 693.22 | 2.14 |
| Outlier Loss Ratio | 2.07 | 2.17 |
| Volatility (ann.) | 3.02% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.92 | 2.0 |
| Skew | -13.49 | 0.21 |
| Kurtosis | 226.54 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.03% | 3.74% |
| Expected Yearly % | -6.51% | 26.95% |
| Kelly Criterion | -121.48% | -40.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11398587:BTCUSD | 11398587:btcusd:triple_med_gx:lsma130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.42 | -0.14 | - |
| 2025 | 16.76 | -7.59 | -0.45 | - |
| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.59% | 31.46% |
| 6M | -7.59% | 12.77% |
| YTD | -7.59% | 16.76% |
| 1Y | -12.6% | 56.84% |
| 3Y (ann.) | -12.29% | 59.12% |
| 5Y (ann.) | -12.29% | 59.12% |
| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| Max Drawdown | -13.32% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -13.32% | -4.82% |
| Avg. Drawdown Days | 339.0 | 14.0 |
| Recovery Factor | -0.95 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -13.32 | 339 |
| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| Best Day | 1.11% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 1.99% | 18.93% |
| Worst Week | -7.47% | -12.33% |
| Best Month | 1.99% | 37.42% |
| Worst Month | -7.47% | -17.69% |
| Best Year | -5.42% | 38.02% |
| Worst Year | -7.59% | 16.76% |
| Avg. Up Day | 0.58% | 0.68% |
| Avg. Down Day | -1.17% | -1.3% |
| Avg. Up Week | 0.12% | 10.22% |
| Avg. Down Week | -2.83% | -4.33% |
| Avg. Up Month | 1.99% | 7.35% |
| Avg. Down Month | -2.05% | -8.73% |
| Win Days % | 26.92% | 51.86% |
| Win Month % | 14.29% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |