| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -14.93% | 61.52% |
| Max Drawdown | -16.18% | -29.51% |
| Sharpe | -0.92 | 0.59 |
| Sortino | -1.09 | 0.86 |
| Payoff Ratio | 0.7 | 0.75 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 162.33 | 2.33 |
| Outlier Loss Ratio | 3.19 | 2.51 |
| Volatility (ann.) | 4.18% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.9 | 2.02 |
| Skew | -4.49 | 0.21 |
| Kurtosis | 96.13 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.24% | 3.76% |
| Expected Yearly % | -7.77% | 27.09% |
| Kelly Criterion | -49.51% | -12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11385648:BTCUSD | 11385648:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.05 | -0.11 | - |
| 2025 | 17.02 | -11.34 | -0.67 | - |
| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.93% | 31.76% |
| 6M | -11.34% | 12.25% |
| YTD | -11.34% | 17.02% |
| 1Y | -14.93% | 57.19% |
| 3Y (ann.) | -14.56% | 59.47% |
| 5Y (ann.) | -14.56% | 59.47% |
| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| Max Drawdown | -16.18% | -29.51% |
| Longest DD Days | 341.0 | 144.0 |
| Avg. Drawdown | -16.18% | -4.82% |
| Avg. Drawdown Days | 341.0 | 14.0 |
| Recovery Factor | -0.92 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -16.18 | 341 |
| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 3.45% | 18.93% |
| Worst Week | -4.84% | -12.33% |
| Best Month | 2.97% | 37.42% |
| Worst Month | -5.02% | -17.69% |
| Best Year | -4.05% | 38.02% |
| Worst Year | -11.34% | 17.02% |
| Avg. Up Day | 0.59% | 0.61% |
| Avg. Down Day | -0.84% | -0.81% |
| Avg. Up Week | 2.63% | 5.51% |
| Avg. Down Week | -2.23% | -4.2% |
| Avg. Up Month | 1.46% | 18.63% |
| Avg. Down Month | -3.85% | -9.89% |
| Win Days % | 38.27% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 18.75% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |