| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.5% | 61.16% |
| Max Drawdown | -5.3% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.11 | 0.85 |
| Payoff Ratio | 2.05 | 2.07 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 1.18 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 329.0 | 2.14 |
| Outlier Loss Ratio | 4.29 | 2.17 |
| Volatility (ann.) | 2.36% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.09 | 2.0 |
| Skew | 9.68 | 0.21 |
| Kurtosis | 333.17 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.74% |
| Expected Yearly % | 0.25% | 26.95% |
| Kelly Criterion | -3.07% | 28.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.13% |
| Expected Shortfall (cVaR) | -0.2% | -2.13% |
| Year | 11394436:BTCUSD | 11394436:btcusd:triple_med_gx:lsma115_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.08 | -0.11 | - |
| 2025 | 16.76 | 4.77 | 0.28 | - |
| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.63% | 31.46% |
| 6M | 4.77% | 12.77% |
| YTD | 4.77% | 16.76% |
| 1Y | 0.5% | 56.84% |
| 3Y (ann.) | 0.49% | 59.12% |
| 5Y (ann.) | 0.49% | 59.12% |
| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| Max Drawdown | -5.3% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -2.74% | -4.82% |
| Avg. Drawdown Days | 144.0 | 14.0 |
| Recovery Factor | 0.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-06-11 | -5.30 | 289 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 4.95% | 18.93% |
| Worst Week | -2.38% | -12.33% |
| Best Month | 4.95% | 37.42% |
| Worst Month | -1.94% | -17.69% |
| Best Year | 4.77% | 38.02% |
| Worst Year | -4.08% | 16.76% |
| Avg. Up Day | 1.07% | 1.13% |
| Avg. Down Day | -0.52% | -0.55% |
| Avg. Up Week | 1.59% | 10.4% |
| Avg. Down Week | -2.16% | -5.24% |
| Avg. Up Month | 1.94% | 8.97% |
| Avg. Down Month | -1.12% | -5.41% |
| Win Days % | 30.77% | 51.86% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |