| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -24.86% | 61.16% |
| Max Drawdown | -30.74% | -29.51% |
| Sharpe | -0.82 | 0.59 |
| Sortino | -0.94 | 0.85 |
| Payoff Ratio | 0.68 | 0.66 |
| Profit Factor | 0.62 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.19 | 0.37 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 74.86 | 2.64 |
| Outlier Loss Ratio | 2.69 | 3.0 |
| Volatility (ann.) | 8.06% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.79 | 2.0 |
| Skew | -9.13 | 0.21 |
| Kurtosis | 195.51 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.17% | 3.74% |
| Expected Yearly % | -13.32% | 26.95% |
| Kelly Criterion | -35.86% | -21.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11395542:BTCUSD | 11395542:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -21.80 | -0.57 | - |
| 2025 | 16.76 | -3.91 | -0.23 | - |
| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.2% | 31.46% |
| 6M | -3.91% | 12.77% |
| YTD | -3.91% | 16.76% |
| 1Y | -24.98% | 56.84% |
| 3Y (ann.) | -24.29% | 59.12% |
| 5Y (ann.) | -24.29% | 59.12% |
| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| Max Drawdown | -30.74% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -10.33% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.81 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -30.74 | 370 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 8.28% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 5.77% | 37.42% |
| Worst Month | -19.55% | -17.69% |
| Best Year | -3.91% | 38.02% |
| Worst Year | -21.8% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 2.49% | 7.43% |
| Avg. Down Week | -5.61% | -3.91% |
| Avg. Up Month | 3.13% | 17.28% |
| Avg. Down Month | -8.15% | -4.68% |
| Win Days % | 45.19% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |