| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| Time in Market | 1.0% | 100.0% |
| Cumulative Return | -3.73% | 61.16% |
| Max Drawdown | -4.96% | -29.51% |
| Sharpe | -0.41 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 0.57 | 0.6 |
| Profit Factor | 0.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.1 | 0.34 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 723.81 | 2.14 |
| Outlier Loss Ratio | 2.37 | 2.07 |
| Volatility (ann.) | 2.19% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.73 | 2.0 |
| Skew | -21.51 | 0.21 |
| Kurtosis | 675.31 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.74% |
| Expected Yearly % | -1.88% | 26.95% |
| Kelly Criterion | -83.98% | -28.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.13% |
| Expected Shortfall (cVaR) | -0.19% | -2.13% |
| Year | 11402945:BTCUSD | 11402945:btcusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.08 | -0.00 | - |
| 2025 | 16.76 | -3.65 | -0.22 | - |
| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.44% | 31.46% |
| 6M | -3.65% | 12.77% |
| YTD | -3.65% | 16.76% |
| 1Y | -3.73% | 56.84% |
| 3Y (ann.) | -3.63% | 59.12% |
| 5Y (ann.) | -3.63% | 59.12% |
| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| Max Drawdown | -4.96% | -29.51% |
| Longest DD Days | 285.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.82% |
| Avg. Drawdown Days | 142.0 | 14.0 |
| Recovery Factor | -0.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-30 | 2025-06-11 | -4.96 | 285 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| Best Day | 0.83% | 9.33% |
| Worst Day | -3.6% | -9.32% |
| Best Week | 1.3% | 18.93% |
| Worst Week | -2.24% | -12.33% |
| Best Month | 1.3% | 37.42% |
| Worst Month | -2.24% | -17.69% |
| Best Year | -0.08% | 38.02% |
| Worst Year | -3.65% | 16.76% |
| Avg. Up Day | 0.78% | 0.85% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 1.3% | 15.19% |
| Avg. Down Week | -0.34% | -8.25% |
| Avg. Up Month | 1.3% | 3.1% |
| Avg. Down Month | -1.06% | -5.41% |
| Win Days % | 33.33% | 51.86% |
| Win Month % | 20.0% | 61.54% |
| Win Week % | 16.67% | 56.36% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 0.0% | 100.0% |