| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -18.66% | 61.16% |
| Max Drawdown | -22.69% | -29.51% |
| Sharpe | -0.7 | 0.59 |
| Sortino | -0.77 | 0.85 |
| Payoff Ratio | 0.56 | 0.54 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.3 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 131.15 | 2.35 |
| Outlier Loss Ratio | 2.03 | 2.44 |
| Volatility (ann.) | 6.86% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.8 | 2.0 |
| Skew | -14.24 | 0.21 |
| Kurtosis | 361.52 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.58% | 3.74% |
| Expected Yearly % | -9.81% | 26.95% |
| Kelly Criterion | -53.12% | -38.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11398812:BTCUSD | 11398812:btcusd:triple_med_gx:lsma145_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.63 | -0.46 | - |
| 2025 | 16.76 | -1.26 | -0.08 | - |
| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.26% | 31.46% |
| 6M | -1.26% | 12.77% |
| YTD | -1.26% | 16.76% |
| 1Y | -18.66% | 56.84% |
| 3Y (ann.) | -18.21% | 59.12% |
| 5Y (ann.) | -18.21% | 59.12% |
| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| Max Drawdown | -22.69% | -29.51% |
| Longest DD Days | 333.0 | 144.0 |
| Avg. Drawdown | -12.1% | -4.82% |
| Avg. Drawdown Days | 167.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-12 | 2025-06-11 | -22.69 | 333 |
| 2024-07-11 | 2024-07-12 | -1.50 | 1 |
| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 6.16% | 18.93% |
| Worst Week | -15.11% | -12.33% |
| Best Month | 3.97% | 37.42% |
| Worst Month | -15.11% | -17.69% |
| Best Year | -1.26% | 38.02% |
| Worst Year | -17.63% | 16.76% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -1.23% | -1.29% |
| Avg. Up Week | 2.63% | 5.66% |
| Avg. Down Week | -3.99% | -3.25% |
| Avg. Up Month | 2.71% | 24.26% |
| Avg. Down Month | -6.7% | -4.68% |
| Win Days % | 45.33% | 51.86% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 23.08% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |