| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -3.6% | 75.42% |
| Max Drawdown | -5.64% | -29.51% |
| Sharpe | -0.43 | 0.63 |
| Sortino | -0.56 | 0.92 |
| Payoff Ratio | 0.82 | 0.87 |
| Profit Factor | 0.55 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.16 | 0.5 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 711.32 | 2.18 |
| Outlier Loss Ratio | 2.71 | 2.12 |
| Volatility (ann.) | 1.85% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.57 | 2.19 |
| Skew | -0.21 | 0.2 |
| Kurtosis | 364.86 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 4.1% |
| Expected Yearly % | -1.82% | 32.45% |
| Kelly Criterion | -40.52% | -3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -2.07% |
| Expected Shortfall (cVaR) | -0.16% | -2.07% |
| Year | 11392916:BTCUSD | 11392916:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.56 | -0.04 | - |
| 2025 | 27.10 | -2.07 | -0.08 | - |
| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.0% | 41.88% |
| 6M | -2.07% | 22.91% |
| YTD | -2.07% | 27.1% |
| 1Y | -5.64% | 82.29% |
| 3Y (ann.) | -3.2% | 64.73% |
| 5Y (ann.) | -3.2% | 64.73% |
| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| Max Drawdown | -5.64% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.71% |
| Avg. Drawdown Days | 162.0 | 14.0 |
| Recovery Factor | -0.64 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-17 | -5.64 | 324 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| Best Day | 2.34% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 2.16% | 18.93% |
| Worst Week | -2.07% | -12.33% |
| Best Month | 2.16% | 37.42% |
| Worst Month | -2.07% | -17.69% |
| Best Year | -1.56% | 38.02% |
| Worst Year | -2.07% | 27.1% |
| Avg. Up Day | 0.61% | 0.67% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.35% | 9.78% |
| Avg. Down Week | -1.81% | -5.24% |
| Avg. Up Month | 2.16% | 3.1% |
| Avg. Down Month | -1.92% | -5.41% |
| Win Days % | 36.84% | 51.89% |
| Win Month % | 20.0% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |