| Metric | 11395540:btcusd:triple_med_gx:lsma140_115 | 11395540:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -17.29% | 61.16% |
| Max Drawdown | -22.79% | -29.51% |
| Sharpe | -0.65 | 0.59 |
| Sortino | -0.8 | 0.85 |
| Payoff Ratio | 0.72 | 0.69 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.39 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 70.64 | 2.64 |
| Outlier Loss Ratio | 2.97 | 3.01 |
| Volatility (ann.) | 6.75% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.74 | 2.0 |
| Skew | -3.2 | 0.21 |
| Kurtosis | 59.15 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.45% | 3.74% |
| Expected Yearly % | -9.05% | 26.95% |
| Kelly Criterion | -25.42% | -17.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11395540:BTCUSD | 11395540:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.25 | -0.32 | - |
| 2025 | 16.76 | -5.75 | -0.34 | - |
| Metric | 11395540:btcusd:triple_med_gx:lsma140_115 | 11395540:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.42% | 31.46% |
| 6M | -5.75% | 12.77% |
| YTD | -5.75% | 16.76% |
| 1Y | -15.97% | 56.84% |
| 3Y (ann.) | -16.87% | 59.12% |
| 5Y (ann.) | -16.87% | 59.12% |
| Metric | 11395540:btcusd:triple_med_gx:lsma140_115 | 11395540:BTCUSD |
|---|---|---|
| Max Drawdown | -22.79% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -6.06% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -22.79 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395540:btcusd:triple_med_gx:lsma140_115 | 11395540:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 8.28% | 18.93% |
| Worst Week | -7.73% | -12.33% |
| Best Month | 4.37% | 37.42% |
| Worst Month | -11.28% | -17.69% |
| Best Year | -5.75% | 38.02% |
| Worst Year | -12.25% | 16.76% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.98% | -1.04% |
| Avg. Up Week | 2.61% | 8.64% |
| Avg. Down Week | -3.3% | -4.17% |
| Avg. Up Month | 3.17% | 10.57% |
| Avg. Down Month | -3.66% | -7.82% |
| Win Days % | 47.52% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |