| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -11.7% | 61.16% |
| Max Drawdown | -20.53% | -29.51% |
| Sharpe | -0.29 | 0.59 |
| Sortino | -0.43 | 0.85 |
| Payoff Ratio | 0.84 | 0.81 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.34 | 0.46 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 55.15 | 2.76 |
| Outlier Loss Ratio | 3.05 | 3.15 |
| Volatility (ann.) | 8.94% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.56 | 2.0 |
| Skew | 3.84 | 0.21 |
| Kurtosis | 137.91 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.95% | 3.74% |
| Expected Yearly % | -6.03% | 26.95% |
| Kelly Criterion | -15.18% | -7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11395595:BTCUSD | 11395595:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.01 | -0.24 | - |
| 2025 | 16.76 | -2.95 | -0.18 | - |
| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.11% | 31.46% |
| 6M | 0.2% | 12.77% |
| YTD | -2.95% | 16.76% |
| 1Y | -8.33% | 56.84% |
| 3Y (ann.) | -11.4% | 59.12% |
| 5Y (ann.) | -11.4% | 59.12% |
| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| Max Drawdown | -20.53% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -8.19% | -4.82% |
| Avg. Drawdown Days | 117.0 | 14.0 |
| Recovery Factor | -0.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -20.53 | 313 |
| 2024-06-05 | 2024-07-13 | -3.84 | 37 |
| 2024-08-02 | 2024-08-02 | -0.18 | 0 |
| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 9.38% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 8.52% | 37.42% |
| Worst Month | -11.42% | -17.69% |
| Best Year | -2.95% | 38.02% |
| Worst Year | -9.01% | 16.76% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -1.01% | -1.08% |
| Avg. Up Week | 4.85% | 7.89% |
| Avg. Down Week | -2.32% | -4.8% |
| Avg. Up Month | 5.05% | 8.7% |
| Avg. Down Month | -7.25% | -8.96% |
| Win Days % | 47.44% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 26.09% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |