| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -10.03% | 61.16% |
| Max Drawdown | -11.62% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.65 | 0.85 |
| Payoff Ratio | 0.76 | 0.71 |
| Profit Factor | 0.69 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.21 | 0.4 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 139.84 | 2.41 |
| Outlier Loss Ratio | 2.85 | 2.46 |
| Volatility (ann.) | 4.65% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.84 | 2.0 |
| Skew | -5.16 | 0.21 |
| Kurtosis | 130.27 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.81% | 3.74% |
| Expected Yearly % | -5.15% | 26.95% |
| Kelly Criterion | -36.69% | -15.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11392476:BTCUSD | 11392476:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.87 | -0.10 | - |
| 2025 | 16.76 | -6.40 | -0.38 | - |
| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.39% | 31.46% |
| 6M | -9.81% | 12.77% |
| YTD | -6.4% | 16.76% |
| 1Y | -10.03% | 56.84% |
| 3Y (ann.) | -9.77% | 59.12% |
| 5Y (ann.) | -9.77% | 59.12% |
| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| Max Drawdown | -11.62% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -8.3% | -4.82% |
| Avg. Drawdown Days | 179.0 | 14.0 |
| Recovery Factor | -0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-11 | -11.62 | 175 |
| 2024-06-17 | 2024-12-18 | -4.97 | 183 |
| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| Best Day | 2.88% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 2.72% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 2.7% | 37.42% |
| Worst Month | -3.64% | -17.69% |
| Best Year | -3.87% | 38.02% |
| Worst Year | -6.4% | 16.76% |
| Avg. Up Day | 0.74% | 0.81% |
| Avg. Down Day | -0.98% | -1.14% |
| Avg. Up Week | 1.51% | 8.89% |
| Avg. Down Week | -2.04% | -5.11% |
| Avg. Up Month | 1.16% | 16.4% |
| Avg. Down Month | -2.67% | -7.82% |
| Win Days % | 41.1% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |