| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -22.15% | 61.52% |
| Max Drawdown | -23.35% | -29.51% |
| Sharpe | -1.08 | 0.59 |
| Sortino | -1.28 | 0.86 |
| Payoff Ratio | 0.76 | 0.73 |
| Profit Factor | 0.55 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.16 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 107.28 | 2.58 |
| Outlier Loss Ratio | 3.26 | 2.77 |
| Volatility (ann.) | 5.5% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.93 | 2.02 |
| Skew | -4.06 | 0.21 |
| Kurtosis | 65.41 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.91% | 3.76% |
| Expected Yearly % | -11.77% | 27.09% |
| Kelly Criterion | -43.21% | -13.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11385650:BTCUSD | 11385650:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.27 | -0.24 | - |
| 2025 | 17.02 | -14.19 | -0.83 | - |
| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.96% | 31.76% |
| 6M | -15.63% | 12.25% |
| YTD | -14.19% | 17.02% |
| 1Y | -22.15% | 57.19% |
| 3Y (ann.) | -21.63% | 59.47% |
| 5Y (ann.) | -21.63% | 59.47% |
| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| Max Drawdown | -23.35% | -29.51% |
| Longest DD Days | 341.0 | 144.0 |
| Avg. Drawdown | -23.35% | -4.82% |
| Avg. Drawdown Days | 341.0 | 14.0 |
| Recovery Factor | -0.95 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -23.35 | 341 |
| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 4.4% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 3.12% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | -9.27% | 38.02% |
| Worst Year | -14.19% | 17.02% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 3.47% | 5.51% |
| Avg. Down Week | -2.52% | -4.64% |
| Avg. Up Month | 1.56% | 18.63% |
| Avg. Down Month | -2.91% | -7.67% |
| Win Days % | 38.33% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 20.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |