| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -12.62% | 61.52% |
| Max Drawdown | -13.07% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -0.96 | 0.86 |
| Payoff Ratio | 0.84 | 0.87 |
| Profit Factor | 0.58 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 166.85 | 2.37 |
| Outlier Loss Ratio | 3.34 | 2.36 |
| Volatility (ann.) | 3.95% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.94 | 2.02 |
| Skew | -5.16 | 0.21 |
| Kurtosis | 91.04 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.03% | 3.76% |
| Expected Yearly % | -6.52% | 27.09% |
| Kelly Criterion | -37.88% | -3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11384406:BTCUSD | 11384406:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.48 | -0.17 | - |
| 2025 | 17.02 | -6.57 | -0.39 | - |
| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.28% | 31.76% |
| 6M | -6.56% | 12.25% |
| YTD | -6.57% | 17.02% |
| 1Y | -12.62% | 57.19% |
| 3Y (ann.) | -12.31% | 59.47% |
| 5Y (ann.) | -12.31% | 59.47% |
| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| Max Drawdown | -13.07% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -13.07% | -4.82% |
| Avg. Drawdown Days | 336.0 | 14.0 |
| Recovery Factor | -0.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -13.07 | 336 |
| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| Best Day | 1.71% | 9.33% |
| Worst Day | -3.25% | -9.32% |
| Best Week | 1.8% | 18.93% |
| Worst Week | -4.21% | -12.33% |
| Best Month | 0.39% | 37.42% |
| Worst Month | -3.44% | -17.69% |
| Best Year | -6.48% | 38.02% |
| Worst Year | -6.57% | 17.02% |
| Avg. Up Day | 0.61% | 0.64% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 1.16% | 7.01% |
| Avg. Down Week | -1.89% | -4.06% |
| Avg. Up Month | 0.39% | 7.35% |
| Avg. Down Month | -2.51% | -9.89% |
| Win Days % | 37.04% | 51.9% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 23.53% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |