| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -17.05% | 61.16% |
| Max Drawdown | -23.98% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.59 | 0.85 |
| Payoff Ratio | 0.78 | 0.75 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 60.87 | 2.64 |
| Outlier Loss Ratio | 2.66 | 2.93 |
| Volatility (ann.) | 8.9% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.69 | 2.0 |
| Skew | -3.87 | 0.21 |
| Kurtosis | 177.92 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.43% | 3.74% |
| Expected Yearly % | -8.92% | 26.95% |
| Kelly Criterion | -20.71% | -12.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11395543:BTCUSD | 11395543:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.13 | -0.35 | - |
| 2025 | 16.76 | -4.51 | -0.27 | - |
| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.77% | 31.46% |
| 6M | -4.51% | 12.77% |
| YTD | -4.51% | 16.76% |
| 1Y | -17.45% | 56.84% |
| 3Y (ann.) | -16.64% | 59.12% |
| 5Y (ann.) | -16.64% | 59.12% |
| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| Max Drawdown | -23.98% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -8.07% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -23.98 | 370 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.89% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 8.77% | 37.42% |
| Worst Month | -19.55% | -17.69% |
| Best Year | -4.51% | 38.02% |
| Worst Year | -13.13% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -1.05% | -1.12% |
| Avg. Up Week | 3.41% | 6.31% |
| Avg. Down Week | -5.88% | -3.91% |
| Avg. Up Month | 5.15% | 17.28% |
| Avg. Down Month | -12.08% | -5.41% |
| Win Days % | 47.18% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |