| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -14.06% | 61.16% |
| Max Drawdown | -20.27% | -29.51% |
| Sharpe | -0.71 | 0.59 |
| Sortino | -0.86 | 0.85 |
| Payoff Ratio | 0.79 | 0.74 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.42 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 110.7 | 2.55 |
| Outlier Loss Ratio | 3.0 | 2.62 |
| Volatility (ann.) | 5.03% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.68 | 2.0 |
| Skew | -3.02 | 0.21 |
| Kurtosis | 61.61 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.16% | 3.74% |
| Expected Yearly % | -7.29% | 26.95% |
| Kelly Criterion | -31.2% | -13.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11395483:BTCUSD | 11395483:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.45 | -0.17 | - |
| 2025 | 16.76 | -8.14 | -0.49 | - |
| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.98% | 31.46% |
| 6M | -9.23% | 12.77% |
| YTD | -8.14% | 16.76% |
| 1Y | -14.14% | 56.84% |
| 3Y (ann.) | -13.71% | 59.12% |
| 5Y (ann.) | -13.71% | 59.12% |
| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| Max Drawdown | -20.27% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -4.43% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.69 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -20.27 | 335 |
| 2024-06-05 | 2024-07-09 | -1.39 | 33 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 1.98% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 1.98% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | -6.45% | 38.02% |
| Worst Year | -8.14% | 16.76% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.88% | -0.99% |
| Avg. Up Week | 1.14% | 2.9% |
| Avg. Down Week | -2.49% | -4.61% |
| Avg. Up Month | 1.0% | 14.44% |
| Avg. Down Month | -3.44% | -7.93% |
| Win Days % | 42.0% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |