| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -10.63% | 61.16% |
| Max Drawdown | -21.7% | -29.51% |
| Sharpe | -0.42 | 0.59 |
| Sortino | -0.54 | 0.85 |
| Payoff Ratio | 0.78 | 0.73 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.31 | 0.42 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 73.13 | 2.64 |
| Outlier Loss Ratio | 3.08 | 2.88 |
| Volatility (ann.) | 6.11% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.48 | 2.0 |
| Skew | -1.65 | 0.21 |
| Kurtosis | 47.0 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.86% | 3.74% |
| Expected Yearly % | -5.46% | 26.95% |
| Kelly Criterion | -18.09% | -13.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11395541:BTCUSD | 11395541:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.25 | -0.16 | - |
| 2025 | 16.76 | -4.67 | -0.28 | - |
| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.1% | 31.46% |
| 6M | -6.29% | 12.77% |
| YTD | -4.67% | 16.76% |
| 1Y | -11.74% | 56.84% |
| 3Y (ann.) | -10.36% | 59.12% |
| 5Y (ann.) | -10.36% | 59.12% |
| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| Max Drawdown | -21.7% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -5.79% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -21.70 | 336 |
| 2024-06-05 | 2024-07-08 | -1.21 | 33 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 8.26% | 18.93% |
| Worst Week | -8.24% | -12.33% |
| Best Month | 6.47% | 37.42% |
| Worst Month | -8.24% | -17.69% |
| Best Year | -4.67% | 38.02% |
| Worst Year | -6.25% | 16.76% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 2.7% | 6.57% |
| Avg. Down Week | -2.74% | -4.26% |
| Avg. Up Month | 3.29% | 8.7% |
| Avg. Down Month | -3.57% | -7.93% |
| Win Days % | 48.12% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |