| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -10.33% | 61.16% |
| Max Drawdown | -19.04% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.59 | 0.85 |
| Payoff Ratio | 0.73 | 0.69 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.39 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 90.58 | 2.61 |
| Outlier Loss Ratio | 3.16 | 2.85 |
| Volatility (ann.) | 5.39% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.53 | 2.0 |
| Skew | -1.81 | 0.21 |
| Kurtosis | 50.73 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.84% | 3.74% |
| Expected Yearly % | -5.31% | 26.95% |
| Kelly Criterion | -25.41% | -17.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11395485:BTCUSD | 11395485:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.52 | -0.22 | - |
| 2025 | 16.76 | -1.98 | -0.12 | - |
| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.69% | 31.46% |
| 6M | -1.98% | 12.77% |
| YTD | -1.98% | 16.76% |
| 1Y | -10.33% | 56.84% |
| 3Y (ann.) | -10.07% | 59.12% |
| 5Y (ann.) | -10.07% | 59.12% |
| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| Max Drawdown | -19.04% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -9.61% | -4.82% |
| Avg. Drawdown Days | 168.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -19.04 | 336 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485: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 | 3.75% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | -1.98% | 38.02% |
| Worst Year | -8.52% | 16.76% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.94% | -1.03% |
| Avg. Up Week | 2.44% | 3.8% |
| Avg. Down Week | -2.34% | -4.76% |
| Avg. Up Month | 1.5% | 8.7% |
| Avg. Down Month | -4.77% | -5.41% |
| Win Days % | 46.9% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |