| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -6.72% | 61.16% |
| Max Drawdown | -9.57% | -29.51% |
| Sharpe | -0.45 | 0.59 |
| Sortino | -0.5 | 0.85 |
| Payoff Ratio | 0.63 | 0.6 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.13 | 0.34 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 354.91 | 2.14 |
| Outlier Loss Ratio | 2.3 | 2.14 |
| Volatility (ann.) | 3.58% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.68 | 2.0 |
| Skew | -19.26 | 0.21 |
| Kurtosis | 578.85 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.53% | 3.74% |
| Expected Yearly % | -3.42% | 26.95% |
| Kelly Criterion | -60.78% | -28.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11392751:BTCUSD | 11392751:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.11 | -0.00 | - |
| 2025 | 16.76 | -6.62 | -0.39 | - |
| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.39% | 31.46% |
| 6M | -6.62% | 12.77% |
| YTD | -6.62% | 16.76% |
| 1Y | -6.72% | 56.84% |
| 3Y (ann.) | -6.55% | 59.12% |
| 5Y (ann.) | -6.55% | 59.12% |
| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| Max Drawdown | -9.57% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.82% |
| Avg. Drawdown Days | 96.0 | 14.0 |
| Recovery Factor | -0.7 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-27 | 2025-06-11 | -9.57 | 104 |
| 2024-08-24 | 2025-01-14 | -2.41 | 142 |
| 2025-01-14 | 2025-02-27 | -0.33 | 43 |
| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| Best Day | 1.71% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 1.38% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 1.38% | 37.42% |
| Worst Month | -6.58% | -17.69% |
| Best Year | -0.11% | 38.02% |
| Worst Year | -6.62% | 16.76% |
| Avg. Up Day | 0.72% | 0.78% |
| Avg. Down Day | -1.14% | -1.31% |
| Avg. Up Week | 1.14% | 11.03% |
| Avg. Down Week | -3.4% | -10.05% |
| Avg. Up Month | 1.1% | 11.57% |
| Avg. Down Month | -3.02% | -9.5% |
| Win Days % | 37.93% | 51.86% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |