| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -19.31% | 61.16% |
| Max Drawdown | -23.57% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -0.95 | 0.85 |
| Payoff Ratio | 0.64 | 0.61 |
| Profit Factor | 0.64 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.19 | 0.35 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 89.82 | 2.59 |
| Outlier Loss Ratio | 2.76 | 2.88 |
| Volatility (ann.) | 6.22% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.8 | 2.0 |
| Skew | -4.66 | 0.21 |
| Kurtosis | 78.81 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.64% | 3.74% |
| Expected Yearly % | -10.17% | 26.95% |
| Kelly Criterion | -35.2% | -26.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11395486:BTCUSD | 11395486:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.43 | -0.41 | - |
| 2025 | 16.76 | -4.59 | -0.27 | - |
| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.44% | 31.46% |
| 6M | -4.59% | 12.77% |
| YTD | -4.59% | 16.76% |
| 1Y | -19.5% | 56.84% |
| 3Y (ann.) | -18.85% | 59.12% |
| 5Y (ann.) | -18.85% | 59.12% |
| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| Max Drawdown | -23.57% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -8.48% | -4.82% |
| Avg. Drawdown Days | 112.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -23.57 | 335 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 5.08% | 18.93% |
| Worst Week | -7.04% | -12.33% |
| Best Month | 4.26% | 37.42% |
| Worst Month | -11.96% | -17.69% |
| Best Year | -4.59% | 38.02% |
| Worst Year | -15.43% | 16.76% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -1.02% | -1.1% |
| Avg. Up Week | 2.21% | 3.92% |
| Avg. Down Week | -4.88% | -4.57% |
| Avg. Up Month | 1.79% | 10.57% |
| Avg. Down Month | -7.09% | -5.41% |
| Win Days % | 47.06% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |