| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -3.93% | 61.16% |
| Max Drawdown | -6.43% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.34 | 0.85 |
| Payoff Ratio | 1.18 | 0.91 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.52 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 253.04 | 2.14 |
| Outlier Loss Ratio | 2.42 | 2.17 |
| Volatility (ann.) | 3.61% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.6 | 2.0 |
| Skew | 1.31 | 0.21 |
| Kurtosis | 269.46 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.31% | 3.74% |
| Expected Yearly % | -1.99% | 26.95% |
| Kelly Criterion | -21.12% | -1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11398643:BTCUSD | 11398643:btcusd:triple_med_gx:lsma130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.84 | -0.13 | - |
| 2025 | 16.76 | 0.95 | 0.06 | - |
| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.97% | 31.46% |
| 6M | 0.89% | 12.77% |
| YTD | 0.95% | 16.76% |
| 1Y | -3.93% | 56.84% |
| 3Y (ann.) | -3.83% | 59.12% |
| 5Y (ann.) | -3.83% | 59.12% |
| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| Max Drawdown | -6.43% | -29.51% |
| Longest DD Days | 338.0 | 144.0 |
| Avg. Drawdown | -6.43% | -4.82% |
| Avg. Drawdown Days | 338.0 | 14.0 |
| Recovery Factor | -0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -6.43 | 338 |
| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 4.04% | 18.93% |
| Worst Week | -5.28% | -12.33% |
| Best Month | 4.04% | 37.42% |
| Worst Month | -5.28% | -17.69% |
| Best Year | 0.95% | 38.02% |
| Worst Year | -4.84% | 16.76% |
| Avg. Up Day | 1.11% | 1.18% |
| Avg. Down Day | -0.94% | -1.3% |
| Avg. Up Week | 2.79% | 6.24% |
| Avg. Down Week | -2.31% | -4.5% |
| Avg. Up Month | 2.57% | 9.23% |
| Avg. Down Month | -2.67% | -5.98% |
| Win Days % | 34.48% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |