| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -0.31% | 61.16% |
| Max Drawdown | -5.41% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.04 | 0.85 |
| Payoff Ratio | 1.43 | 1.38 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.78 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 325.37 | 2.14 |
| Outlier Loss Ratio | 4.3 | 2.17 |
| Volatility (ann.) | 2.43% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.06 | 2.0 |
| Skew | 13.05 | 0.21 |
| Kurtosis | 347.48 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.02% | 3.74% |
| Expected Yearly % | -0.15% | 26.95% |
| Kelly Criterion | -17.28% | 16.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.21% | -2.13% |
| Expected Shortfall (cVaR) | -0.21% | -2.13% |
| Year | 11402874:BTCUSD | 11402874:btcusd:triple_med_gx:lsma130_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.44 | 0.04 | - |
| 2025 | 16.76 | -1.72 | -0.10 | - |
| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.52% | 31.46% |
| 6M | -1.72% | 12.77% |
| YTD | -1.72% | 16.76% |
| 1Y | -0.31% | 56.84% |
| 3Y (ann.) | -0.3% | 59.12% |
| 5Y (ann.) | -0.3% | 59.12% |
| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| Max Drawdown | -5.41% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -2.6% | -4.82% |
| Avg. Drawdown Days | 102.0 | 14.0 |
| Recovery Factor | -0.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-11 | -5.41 | 186 |
| 2024-08-08 | 2024-12-06 | -2.20 | 119 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -1.15% | -9.32% |
| Best Week | 2.63% | 18.93% |
| Worst Week | -2.03% | -12.33% |
| Best Month | 2.63% | 37.42% |
| Worst Month | -2.22% | -17.69% |
| Best Year | 1.44% | 38.02% |
| Worst Year | -1.72% | 16.76% |
| Avg. Up Day | 0.96% | 1.02% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 0.87% | 5.2% |
| Avg. Down Week | -1.53% | -2.06% |
| Avg. Up Month | 0.51% | 11.0% |
| Avg. Down Month | -2.13% | -5.41% |
| Win Days % | 31.03% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |