| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -9.74% | 61.16% |
| Max Drawdown | -12.81% | -29.51% |
| Sharpe | -0.51 | 0.59 |
| Sortino | -0.65 | 0.85 |
| Payoff Ratio | 0.94 | 1.0 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 153.14 | 2.27 |
| Outlier Loss Ratio | 2.97 | 2.3 |
| Volatility (ann.) | 4.69% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.74 | 2.0 |
| Skew | -2.46 | 0.21 |
| Kurtosis | 115.38 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.74% |
| Expected Yearly % | -5.0% | 26.95% |
| Kelly Criterion | -32.67% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11400964:BTCUSD | 11400964:btcusd:triple_med_gx:lsma140_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.38 | -0.12 | - |
| 2025 | 16.76 | -5.61 | -0.33 | - |
| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.92% | 31.46% |
| 6M | -5.61% | 12.77% |
| YTD | -5.61% | 16.76% |
| 1Y | -6.78% | 56.84% |
| 3Y (ann.) | -9.5% | 59.12% |
| 5Y (ann.) | -9.5% | 59.12% |
| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| Max Drawdown | -12.81% | -29.51% |
| Longest DD Days | 271.0 | 144.0 |
| Avg. Drawdown | -6.25% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -12.81 | 97 |
| 2024-06-07 | 2025-03-05 | -5.80 | 271 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 4.89% | 18.93% |
| Worst Week | -9.04% | -12.33% |
| Best Month | 4.43% | 37.42% |
| Worst Month | -9.12% | -17.69% |
| Best Year | -4.38% | 38.02% |
| Worst Year | -5.61% | 16.76% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 1.41% | 5.73% |
| Avg. Down Week | -5.3% | -4.16% |
| Avg. Up Month | 0.31% | 5.22% |
| Avg. Down Month | -2.36% | -8.04% |
| Win Days % | 35.82% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |