| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -5.69% | 61.16% |
| Max Drawdown | -12.75% | -29.51% |
| Sharpe | -0.18 | 0.59 |
| Sortino | -0.26 | 0.85 |
| Payoff Ratio | 1.01 | 0.85 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.41 | 0.48 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 67.21 | 2.64 |
| Outlier Loss Ratio | 3.49 | 2.96 |
| Volatility (ann.) | 6.57% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.43 | 2.0 |
| Skew | 1.33 | 0.21 |
| Kurtosis | 57.73 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.45% | 3.74% |
| Expected Yearly % | -2.89% | 26.95% |
| Kelly Criterion | -10.81% | -4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11393846:BTCUSD | 11393846:btcusd:triple_med_gx:lsma145_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.55 | -0.22 | - |
| 2025 | 16.76 | 3.13 | 0.19 | - |
| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.76% | 31.46% |
| 6M | 3.13% | 12.77% |
| YTD | 3.13% | 16.76% |
| 1Y | -4.9% | 56.84% |
| 3Y (ann.) | -5.55% | 59.12% |
| 5Y (ann.) | -5.55% | 59.12% |
| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| Max Drawdown | -12.75% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -6.3% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-03-24 | -12.75 | 256 |
| 2025-04-04 | 2025-06-11 | -9.21 | 67 |
| 2025-03-24 | 2025-04-04 | -2.22 | 10 |
| 2024-06-03 | 2024-07-11 | -1.02 | 37 |
| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 5.17% | 18.93% |
| Worst Week | -5.11% | -12.33% |
| Best Month | 9.42% | 37.42% |
| Worst Month | -6.99% | -17.69% |
| Best Year | 3.13% | 38.02% |
| Worst Year | -8.55% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.83% | -1.01% |
| Avg. Up Week | 0.39% | 3.3% |
| Avg. Down Week | -2.61% | -5.1% |
| Avg. Up Month | 1.31% | 10.89% |
| Avg. Down Month | -3.91% | -8.04% |
| Win Days % | 44.36% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |