| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -7.34% | 61.52% |
| Max Drawdown | -14.08% | -29.51% |
| Sharpe | -0.29 | 0.59 |
| Sortino | -0.36 | 0.86 |
| Payoff Ratio | 0.76 | 0.71 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.4 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 108.44 | 2.47 |
| Outlier Loss Ratio | 2.14 | 2.42 |
| Volatility (ann.) | 5.86% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.51 | 2.02 |
| Skew | -4.91 | 0.21 |
| Kurtosis | 128.26 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.58% | 3.76% |
| Expected Yearly % | -3.74% | 27.09% |
| Kelly Criterion | -20.56% | -15.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11391168:BTCUSD | 11391168:btcusd:triple_med_gx:lsma115_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.15 | 0.00 | - |
| 2025 | 17.02 | -7.48 | -0.44 | - |
| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.93% | 31.76% |
| 6M | -7.48% | 12.25% |
| YTD | -7.48% | 17.02% |
| 1Y | -7.34% | 57.19% |
| 3Y (ann.) | -7.15% | 59.47% |
| 5Y (ann.) | -7.15% | 59.47% |
| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| Max Drawdown | -14.08% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.82% |
| Avg. Drawdown Days | 83.0 | 14.0 |
| Recovery Factor | -0.52 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -14.08 | 264 |
| 2024-08-25 | 2024-09-20 | -0.37 | 26 |
| 2024-07-13 | 2024-08-23 | -0.24 | 41 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.13% | 18.93% |
| Worst Week | -12.41% | -12.33% |
| Best Month | 4.13% | 37.42% |
| Worst Month | -12.41% | -17.69% |
| Best Year | 0.15% | 38.02% |
| Worst Year | -7.48% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -1.14% | -1.25% |
| Avg. Up Week | 1.87% | 8.82% |
| Avg. Down Week | -4.43% | -7.61% |
| Avg. Up Month | 2.88% | 11.91% |
| Avg. Down Month | -6.3% | -9.89% |
| Win Days % | 47.89% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |