| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -9.93% | 61.16% |
| Max Drawdown | -17.92% | -29.51% |
| Sharpe | -0.37 | 0.59 |
| Sortino | -0.5 | 0.85 |
| Payoff Ratio | 0.94 | 0.87 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.35 | 0.5 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 72.52 | 2.61 |
| Outlier Loss Ratio | 3.34 | 2.86 |
| Volatility (ann.) | 6.36% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.54 | 2.0 |
| Skew | -0.11 | 0.21 |
| Kurtosis | 61.4 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.8% | 3.74% |
| Expected Yearly % | -5.09% | 26.95% |
| Kelly Criterion | -12.18% | -3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11395378:BTCUSD | 11395378:btcusd:triple_med_gx:lsma160_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.33 | -0.30 | - |
| 2025 | 16.76 | 1.59 | 0.09 | - |
| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.25% | 31.46% |
| 6M | 1.59% | 12.77% |
| YTD | 1.59% | 16.76% |
| 1Y | -12.07% | 56.84% |
| 3Y (ann.) | -9.68% | 59.12% |
| 5Y (ann.) | -9.68% | 59.12% |
| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| Max Drawdown | -17.92% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -17.92 | 313 |
| 2024-08-01 | 2024-08-01 | -2.31 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-08-01 | 2024-08-01 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 5.0% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 5.0% | 37.42% |
| Worst Month | -7.98% | -17.69% |
| Best Year | 1.59% | 38.02% |
| Worst Year | -11.33% | 16.76% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 1.01% | 6.81% |
| Avg. Down Week | -4.09% | -5.51% |
| Avg. Up Month | 1.78% | 11.0% |
| Avg. Down Month | -6.02% | -8.73% |
| Win Days % | 45.59% | 51.86% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |