| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -15.51% | 61.16% |
| Max Drawdown | -20.02% | -29.51% |
| Sharpe | -0.68 | 0.59 |
| Sortino | -0.84 | 0.85 |
| Payoff Ratio | 0.76 | 0.7 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.4 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 99.67 | 2.57 |
| Outlier Loss Ratio | 3.1 | 2.78 |
| Volatility (ann.) | 5.73% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.76 | 2.0 |
| Skew | -4.24 | 0.21 |
| Kurtosis | 92.24 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.29% | 3.74% |
| Expected Yearly % | -8.08% | 26.95% |
| Kelly Criterion | -31.92% | -17.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11397159:BTCUSD | 11397159:btcusd:triple_med_gx:lsma140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.77 | -0.26 | - |
| 2025 | 16.76 | -6.37 | -0.38 | - |
| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.53% | 31.46% |
| 6M | -6.37% | 12.77% |
| YTD | -6.37% | 16.76% |
| 1Y | -13.45% | 56.84% |
| 3Y (ann.) | -15.13% | 59.12% |
| 5Y (ann.) | -15.13% | 59.12% |
| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| Max Drawdown | -20.02% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -10.34% | -4.82% |
| Avg. Drawdown Days | 185.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.02 | 369 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 8.27% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 3.76% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | -6.37% | 38.02% |
| Worst Year | -9.77% | 16.76% |
| Avg. Up Day | 0.68% | 0.71% |
| Avg. Down Day | -0.91% | -1.02% |
| Avg. Up Week | 3.12% | 10.55% |
| Avg. Down Week | -1.77% | -3.68% |
| Avg. Up Month | 2.35% | 11.0% |
| Avg. Down Month | -3.0% | -7.82% |
| Win Days % | 43.24% | 51.86% |
| Win Month % | 16.67% | 61.54% |
| Win Week % | 21.05% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |