| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -23.99% | 61.16% |
| Max Drawdown | -23.99% | -29.51% |
| Sharpe | -0.94 | 0.59 |
| Sortino | -1.15 | 0.85 |
| Payoff Ratio | 0.93 | 0.91 |
| Profit Factor | 0.58 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.19 | 0.52 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 92.93 | 2.64 |
| Outlier Loss Ratio | 2.77 | 2.88 |
| Volatility (ann.) | 6.84% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.98 | 2.0 |
| Skew | -3.17 | 0.21 |
| Kurtosis | 85.67 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.09% | 3.74% |
| Expected Yearly % | -12.82% | 26.95% |
| Kelly Criterion | -33.72% | -1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11393788:BTCUSD | 11393788:btcusd:triple_med_gx:lsma130_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.03 | -0.34 | - |
| 2025 | 16.76 | -12.61 | -0.75 | - |
| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.95% | 31.46% |
| 6M | -14.49% | 12.77% |
| YTD | -12.61% | 16.76% |
| 1Y | -23.99% | 56.84% |
| 3Y (ann.) | -23.44% | 59.12% |
| 5Y (ann.) | -23.44% | 59.12% |
| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| Max Drawdown | -23.99% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -23.99% | -4.82% |
| Avg. Drawdown Days | 339.0 | 14.0 |
| Recovery Factor | -1.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -23.99 | 339 |
| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 2.62% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 2.62% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | -12.61% | 38.02% |
| Worst Year | -13.03% | 16.76% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 2.62% | 0.37% |
| Avg. Down Week | -3.79% | -6.22% |
| Avg. Up Month | 0.6% | 22.39% |
| Avg. Down Month | -3.72% | -9.88% |
| Win Days % | 35.51% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |