| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -9.8% | 61.16% |
| Max Drawdown | -12.94% | -29.51% |
| Sharpe | -0.43 | 0.59 |
| Sortino | -0.58 | 0.85 |
| Payoff Ratio | 1.17 | 1.0 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 115.17 | 2.52 |
| Outlier Loss Ratio | 3.14 | 2.42 |
| Volatility (ann.) | 5.51% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.74 | 2.0 |
| Skew | -0.1 | 0.21 |
| Kurtosis | 117.47 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.74% |
| Expected Yearly % | -5.03% | 26.95% |
| Kelly Criterion | -20.63% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11398858:BTCUSD | 11398858:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.78 | -0.20 | - |
| 2025 | 16.76 | -2.20 | -0.13 | - |
| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.16% | 31.46% |
| 6M | -5.25% | 12.77% |
| YTD | -2.2% | 16.76% |
| 1Y | -9.68% | 56.84% |
| 3Y (ann.) | -9.55% | 59.12% |
| 5Y (ann.) | -9.55% | 59.12% |
| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| Max Drawdown | -12.94% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -6.49% | -4.82% |
| Avg. Drawdown Days | 187.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-06-11 | -12.94 | 374 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.94% | -9.32% |
| Best Week | 4.04% | 18.93% |
| Worst Week | -5.74% | -12.33% |
| Best Month | 4.04% | 37.42% |
| Worst Month | -5.74% | -17.69% |
| Best Year | -2.2% | 38.02% |
| Worst Year | -7.78% | 16.76% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.79% | -0.95% |
| Avg. Up Week | 1.45% | 8.28% |
| Avg. Down Week | -2.06% | -3.76% |
| Avg. Up Month | 1.8% | 18.38% |
| Avg. Down Month | -2.43% | -4.22% |
| Win Days % | 34.88% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |