| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -8.89% | 61.16% |
| Max Drawdown | -19.9% | -29.51% |
| Sharpe | -0.4 | 0.59 |
| Sortino | -0.51 | 0.85 |
| Payoff Ratio | 0.79 | 0.73 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.41 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 86.91 | 2.59 |
| Outlier Loss Ratio | 3.24 | 2.71 |
| Volatility (ann.) | 5.28% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.44 | 2.0 |
| Skew | -2.08 | 0.21 |
| Kurtosis | 52.88 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.71% | 3.74% |
| Expected Yearly % | -4.55% | 26.95% |
| Kelly Criterion | -21.2% | -14.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11395484:BTCUSD | 11395484:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.57 | -0.15 | - |
| 2025 | 16.76 | -3.52 | -0.21 | - |
| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.77% | 31.46% |
| 6M | -3.61% | 12.77% |
| YTD | -3.52% | 16.76% |
| 1Y | -9.28% | 56.84% |
| 3Y (ann.) | -8.66% | 59.12% |
| 5Y (ann.) | -8.66% | 59.12% |
| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| Max Drawdown | -19.9% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -5.31% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -19.90 | 336 |
| 2024-06-05 | 2024-07-09 | -1.06 | 33 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 5.08% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 4.89% | 37.42% |
| Worst Month | -7.5% | -17.69% |
| Best Year | -3.52% | 38.02% |
| Worst Year | -5.57% | 16.76% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.86% | -0.96% |
| Avg. Up Week | 2.17% | 2.9% |
| Avg. Down Week | -2.34% | -4.61% |
| Avg. Up Month | 1.81% | 14.44% |
| Avg. Down Month | -2.96% | -7.93% |
| Win Days % | 46.67% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |