| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -5.72% | 61.16% |
| Max Drawdown | -7.85% | -29.51% |
| Sharpe | -0.56 | 0.59 |
| Sortino | -0.64 | 0.85 |
| Payoff Ratio | 0.95 | 0.82 |
| Profit Factor | 0.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.11 | 0.47 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 558.49 | 2.14 |
| Outlier Loss Ratio | 2.95 | 2.16 |
| Volatility (ann.) | 2.49% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.71 | 2.0 |
| Skew | -15.13 | 0.21 |
| Kurtosis | 508.55 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.45% | 3.74% |
| Expected Yearly % | -2.9% | 26.95% |
| Kelly Criterion | -52.04% | -6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.13% |
| Expected Shortfall (cVaR) | -0.22% | -2.13% |
| Year | 11402910:BTCUSD | 11402910:btcusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.04 | 0.05 | - |
| 2025 | 16.76 | -7.61 | -0.45 | - |
| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.51% | 31.46% |
| 6M | -7.61% | 12.77% |
| YTD | -7.61% | 16.76% |
| 1Y | -5.72% | 56.84% |
| 3Y (ann.) | -5.58% | 59.12% |
| 5Y (ann.) | -5.58% | 59.12% |
| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| Max Drawdown | -7.85% | -29.51% |
| Longest DD Days | 224.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.82% |
| Avg. Drawdown Days | 95.0 | 14.0 |
| Recovery Factor | -0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-06-11 | -7.85 | 224 |
| 2024-08-29 | 2024-10-29 | -1.19 | 60 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| Best Day | 1.81% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 1.47% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 1.47% | 37.42% |
| Worst Month | -3.96% | -17.69% |
| Best Year | 2.04% | 38.02% |
| Worst Year | -7.61% | 16.76% |
| Avg. Up Day | 0.84% | 0.9% |
| Avg. Down Day | -0.89% | -1.1% |
| Avg. Up Week | 1.18% | 9.78% |
| Avg. Down Week | -0.73% | -5.49% |
| Avg. Up Month | 1.18% | 6.99% |
| Avg. Down Month | -2.03% | -5.41% |
| Win Days % | 26.09% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |