| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.01% | 61.16% |
| Max Drawdown | -11.04% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.03 | 0.85 |
| Payoff Ratio | 1.0 | 0.95 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 93.62 | 2.76 |
| Outlier Loss Ratio | 3.44 | 2.51 |
| Volatility (ann.) | 5.36% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.09 | 2.0 |
| Skew | -1.23 | 0.21 |
| Kurtosis | 93.2 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.74% |
| Expected Yearly % | -0.51% | 26.95% |
| Kelly Criterion | -11.05% | 1.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11403084:BTCUSD | 11403084:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.04 | -0.13 | - |
| 2025 | 16.76 | 4.24 | 0.25 | - |
| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 0.65% | 31.46% |
| 6M | 3.63% | 12.77% |
| YTD | 4.24% | 16.76% |
| 1Y | -0.8% | 56.84% |
| 3Y (ann.) | -0.98% | 59.12% |
| 5Y (ann.) | -0.98% | 59.12% |
| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| Max Drawdown | -11.04% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -5.86% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -11.04 | 345 |
| 2024-06-08 | 2024-06-30 | -0.67 | 22 |
| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 3.02% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 3.24% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | 4.24% | 38.02% |
| Worst Year | -5.04% | 16.76% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 1.02% | 5.82% |
| Avg. Down Week | -1.59% | -3.84% |
| Avg. Up Month | 1.71% | 10.63% |
| Avg. Down Month | -2.74% | -9.88% |
| Win Days % | 44.44% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |