| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -14.0% | 61.16% |
| Max Drawdown | -17.08% | -29.51% |
| Sharpe | -0.74 | 0.59 |
| Sortino | -0.95 | 0.85 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 0.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.21 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 142.72 | 2.47 |
| Outlier Loss Ratio | 2.88 | 2.49 |
| Volatility (ann.) | 4.8% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.8 | 2.0 |
| Skew | -0.98 | 0.21 |
| Kurtosis | 90.19 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.15% | 3.74% |
| Expected Yearly % | -7.27% | 26.95% |
| Kelly Criterion | -32.06% | 2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11395316:BTCUSD | 11395316:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.91 | -0.21 | - |
| 2025 | 16.76 | -6.61 | -0.39 | - |
| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.76% | 31.46% |
| 6M | -7.5% | 12.77% |
| YTD | -6.61% | 16.76% |
| 1Y | -14.0% | 56.84% |
| 3Y (ann.) | -13.66% | 59.12% |
| 5Y (ann.) | -13.66% | 59.12% |
| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| Max Drawdown | -17.08% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -17.08% | -4.82% |
| Avg. Drawdown Days | 339.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-06 | 2025-06-11 | -17.08 | 339 |
| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 3.09% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 2.74% | 37.42% |
| Worst Month | -9.25% | -17.69% |
| Best Year | -6.61% | 38.02% |
| Worst Year | -7.91% | 16.76% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 1.23% | 8.23% |
| Avg. Down Week | -2.06% | -5.22% |
| Avg. Up Month | 1.73% | 18.63% |
| Avg. Down Month | -1.81% | -5.98% |
| Win Days % | 33.78% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |