| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -1.59% | 61.52% |
| Max Drawdown | -5.22% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.19 | 0.86 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.42 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 239.2 | 2.14 |
| Outlier Loss Ratio | 3.31 | 2.17 |
| Volatility (ann.) | 2.82% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.3 | 2.02 |
| Skew | 5.83 | 0.21 |
| Kurtosis | 215.68 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.76% |
| Expected Yearly % | -0.8% | 27.09% |
| Kelly Criterion | -11.24% | 11.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11391362:BTCUSD | 11391362:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.30 | 0.01 | - |
| 2025 | 17.02 | -1.88 | -0.11 | - |
| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.39% | 31.76% |
| 6M | -1.88% | 12.25% |
| YTD | -1.88% | 17.02% |
| 1Y | -1.59% | 57.19% |
| 3Y (ann.) | -1.54% | 59.47% |
| 5Y (ann.) | -1.54% | 59.47% |
| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| Max Drawdown | -5.22% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 144.0 | 14.0 |
| Recovery Factor | -0.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-06-11 | -5.22 | 289 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 3.29% | 18.93% |
| Worst Week | -2.23% | -12.33% |
| Best Month | 3.29% | 37.42% |
| Worst Month | -2.23% | -17.69% |
| Best Year | 0.3% | 38.02% |
| Worst Year | -1.88% | 17.02% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 1.25% | 9.02% |
| Avg. Down Week | -1.74% | -5.24% |
| Avg. Up Month | 1.19% | 8.19% |
| Avg. Down Month | -1.43% | -5.41% |
| Win Days % | 39.47% | 51.9% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |