| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -6.28% | 61.16% |
| Max Drawdown | -15.64% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.4 | 0.85 |
| Payoff Ratio | 1.05 | 0.97 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.35 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 133.86 | 2.52 |
| Outlier Loss Ratio | 2.5 | 2.43 |
| Volatility (ann.) | 4.83% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.39 | 2.0 |
| Skew | -0.66 | 0.21 |
| Kurtosis | 92.99 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.5% | 3.74% |
| Expected Yearly % | -3.19% | 26.95% |
| Kelly Criterion | -15.1% | 2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11396938:BTCUSD | 11396938:btcusd:triple_med_gx:lsma135_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.70 | -0.15 | - |
| 2025 | 16.76 | -0.62 | -0.04 | - |
| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.62% | 31.46% |
| 6M | -0.62% | 12.77% |
| YTD | -0.62% | 16.76% |
| 1Y | -6.28% | 56.84% |
| 3Y (ann.) | -6.11% | 59.12% |
| 5Y (ann.) | -6.11% | 59.12% |
| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -9.06% | -4.82% |
| Avg. Drawdown Days | 168.0 | 14.0 |
| Recovery Factor | -0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -15.64 | 313 |
| 2024-07-10 | 2024-08-01 | -2.48 | 22 |
| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 7.3% | 18.93% |
| Worst Week | -8.18% | -12.33% |
| Best Month | 8.24% | 37.42% |
| Worst Month | -8.18% | -17.69% |
| Best Year | -0.62% | 38.02% |
| Worst Year | -5.7% | 16.76% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.93% | -1.04% |
| Avg. Up Week | 7.3% | 6.24% |
| Avg. Down Week | -3.49% | -6.12% |
| Avg. Up Month | 4.48% | 24.26% |
| Avg. Down Month | -3.09% | -8.73% |
| Win Days % | 40.98% | 51.86% |
| Win Month % | 28.57% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |