| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -22.23% | 61.16% |
| Max Drawdown | -23.05% | -29.51% |
| Sharpe | -0.94 | 0.59 |
| Sortino | -1.11 | 0.85 |
| Payoff Ratio | 0.83 | 0.75 |
| Profit Factor | 0.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 107.41 | 2.64 |
| Outlier Loss Ratio | 2.61 | 2.88 |
| Volatility (ann.) | 6.28% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.94 | 2.0 |
| Skew | -5.03 | 0.21 |
| Kurtosis | 101.36 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.92% | 3.74% |
| Expected Yearly % | -11.81% | 26.95% |
| Kelly Criterion | -36.12% | -12.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11393734:BTCUSD | 11393734:btcusd:triple_med_gx:lsma130_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.45 | -0.33 | - |
| 2025 | 16.76 | -11.17 | -0.67 | - |
| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.25% | 31.46% |
| 6M | -13.34% | 12.77% |
| YTD | -11.17% | 16.76% |
| 1Y | -22.23% | 56.84% |
| 3Y (ann.) | -21.71% | 59.12% |
| 5Y (ann.) | -21.71% | 59.12% |
| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| Max Drawdown | -23.05% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -23.05% | -4.82% |
| Avg. Drawdown Days | 339.0 | 14.0 |
| Recovery Factor | -0.96 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-06 | 2025-06-11 | -23.05 | 339 |
| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 4.0% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 3.54% | 37.42% |
| Worst Month | -7.89% | -17.69% |
| Best Year | -11.17% | 38.02% |
| Worst Year | -12.45% | 16.76% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -1.05% | -1.2% |
| Avg. Up Week | 1.83% | 5.3% |
| Avg. Down Week | -3.55% | -6.75% |
| Avg. Up Month | 1.25% | 18.63% |
| Avg. Down Month | -5.0% | -9.88% |
| Win Days % | 38.3% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |