| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -10.29% | 61.16% |
| Max Drawdown | -18.11% | -29.51% |
| Sharpe | -0.51 | 0.59 |
| Sortino | -0.66 | 0.85 |
| Payoff Ratio | 0.87 | 0.76 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 107.34 | 2.56 |
| Outlier Loss Ratio | 3.34 | 2.56 |
| Volatility (ann.) | 4.93% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.55 | 2.0 |
| Skew | -1.59 | 0.21 |
| Kurtosis | 69.69 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.83% | 3.74% |
| Expected Yearly % | -5.29% | 26.95% |
| Kelly Criterion | -24.71% | -11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11397158:BTCUSD | 11397158:btcusd:triple_med_gx:lsma135_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.22 | -0.14 | - |
| 2025 | 16.76 | -5.35 | -0.32 | - |
| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.49% | 31.46% |
| 6M | -7.23% | 12.77% |
| YTD | -5.35% | 16.76% |
| 1Y | -10.68% | 56.84% |
| 3Y (ann.) | -10.03% | 59.12% |
| 5Y (ann.) | -10.03% | 59.12% |
| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| Max Drawdown | -18.11% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -4.78% | -4.82% |
| Avg. Drawdown Days | 84.0 | 14.0 |
| Recovery Factor | -0.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -18.11 | 335 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 0 |
| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 8.26% | 18.93% |
| Worst Week | -3.08% | -12.33% |
| Best Month | 5.47% | 37.42% |
| Worst Month | -5.62% | -17.69% |
| Best Year | -5.22% | 38.02% |
| Worst Year | -5.35% | 16.76% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.79% | -0.93% |
| Avg. Up Week | 2.94% | 8.01% |
| Avg. Down Week | -1.27% | -3.68% |
| Avg. Up Month | 3.34% | 11.0% |
| Avg. Down Month | -2.47% | -7.93% |
| Win Days % | 41.9% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 21.05% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |