| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -8.66% | 61.16% |
| Max Drawdown | -10.62% | -29.51% |
| Sharpe | -0.74 | 0.59 |
| Sortino | -0.81 | 0.85 |
| Payoff Ratio | 0.78 | 0.75 |
| Profit Factor | 0.35 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.07 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 584.06 | 2.14 |
| Outlier Loss Ratio | 3.46 | 2.17 |
| Volatility (ann.) | 2.9% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.79 | 2.0 |
| Skew | -20.01 | 0.21 |
| Kurtosis | 634.95 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.69% | 3.74% |
| Expected Yearly % | -4.43% | 26.95% |
| Kelly Criterion | -72.32% | -12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.13% |
| Expected Shortfall (cVaR) | -0.26% | -2.13% |
| Year | 11394651:BTCUSD | 11394651:btcusd:triple_med_gx:lsma110_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.42 | -0.04 | - |
| 2025 | 16.76 | -7.34 | -0.44 | - |
| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.05% | 31.46% |
| 6M | -7.81% | 12.77% |
| YTD | -7.34% | 16.76% |
| 1Y | -8.21% | 56.84% |
| 3Y (ann.) | -8.44% | 59.12% |
| 5Y (ann.) | -8.44% | 59.12% |
| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| Max Drawdown | -10.62% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.82% |
| Avg. Drawdown Days | 70.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -10.62 | 184 |
| 2024-06-06 | 2024-07-10 | -1.29 | 33 |
| 2024-08-10 | 2024-10-14 | -0.80 | 65 |
| 2024-12-08 | 2024-12-08 | -0.18 | 0 |
| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| Best Day | 1.44% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 1.26% | 18.93% |
| Worst Week | -4.86% | -12.33% |
| Best Month | 1.26% | 37.42% |
| Worst Month | -4.82% | -17.69% |
| Best Year | -1.42% | 38.02% |
| Worst Year | -7.34% | 16.76% |
| Avg. Up Day | 0.6% | 0.69% |
| Avg. Down Day | -0.76% | -0.91% |
| Avg. Up Week | 1.21% | 5.85% |
| Avg. Down Week | -0.47% | -4.46% |
| Avg. Up Month | 1.21% | 6.99% |
| Avg. Down Month | -2.24% | -7.82% |
| Win Days % | 24.24% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |