| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -1.98% | 75.42% |
| Max Drawdown | -8.1% | -29.51% |
| Sharpe | -0.1 | 0.63 |
| Sortino | -0.12 | 0.92 |
| Payoff Ratio | 0.67 | 0.66 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.26 | 0.38 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 294.49 | 2.18 |
| Outlier Loss Ratio | 2.37 | 2.12 |
| Volatility (ann.) | 3.8% | 24.55% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.22 | 2.19 |
| Skew | -8.87 | 0.2 |
| Kurtosis | 519.25 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 4.1% |
| Expected Yearly % | -0.99% | 32.45% |
| Kelly Criterion | -38.01% | -20.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.07% |
| Expected Shortfall (cVaR) | -0.33% | -2.07% |
| Year | 11394309:BTCUSD | 11394309:btcusd:triple_med_gx:lsma115_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.26 | -0.01 | - |
| 2025 | 27.10 | -1.73 | -0.06 | - |
| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.47% | 41.88% |
| 6M | -1.58% | 22.91% |
| YTD | -1.73% | 27.1% |
| 1Y | -1.98% | 82.29% |
| 3Y (ann.) | -1.76% | 64.73% |
| 5Y (ann.) | -1.76% | 64.73% |
| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| Max Drawdown | -8.1% | -29.51% |
| Longest DD Days | 265.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.71% |
| Avg. Drawdown Days | 108.0 | 14.0 |
| Recovery Factor | -0.24 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-24 | 2025-07-17 | -8.10 | 265 |
| 2024-09-22 | 2024-10-24 | -1.01 | 32 |
| 2024-08-24 | 2024-09-21 | -0.39 | 28 |
| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.15% | 18.93% |
| Worst Week | -3.85% | -12.33% |
| Best Month | 3.15% | 37.42% |
| Worst Month | -3.85% | -17.69% |
| Best Year | -0.26% | 38.02% |
| Worst Year | -1.73% | 27.1% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -1.2% | -1.26% |
| Avg. Up Week | 1.65% | 11.03% |
| Avg. Down Week | -2.03% | -10.05% |
| Avg. Up Month | 1.28% | 11.57% |
| Avg. Down Month | -1.49% | -9.5% |
| Win Days % | 44.83% | 51.89% |
| Win Month % | 37.5% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |