| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -1.85% | 61.16% |
| Max Drawdown | -7.38% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 1.86 | 1.59 |
| Profit Factor | 0.86 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.41 | 0.9 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 279.43 | 2.14 |
| Outlier Loss Ratio | 4.22 | 2.17 |
| Volatility (ann.) | 3.1% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.24 | 2.0 |
| Skew | 11.39 | 0.21 |
| Kurtosis | 372.75 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 3.74% |
| Expected Yearly % | -0.93% | 26.95% |
| Kelly Criterion | -14.14% | 21.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11397741:BTCUSD | 11397741:btcusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.73 | -0.02 | - |
| 2025 | 16.76 | -1.12 | -0.07 | - |
| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.85% | 31.46% |
| 6M | -1.12% | 12.77% |
| YTD | -1.12% | 16.76% |
| 1Y | -1.85% | 56.84% |
| 3Y (ann.) | -1.8% | 59.12% |
| 5Y (ann.) | -1.8% | 59.12% |
| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| Max Drawdown | -7.38% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -7.38% | -4.82% |
| Avg. Drawdown Days | 365.0 | 14.0 |
| Recovery Factor | -0.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-11 | 2025-06-11 | -7.38 | 365 |
| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -2.49% | -9.32% |
| Best Week | 6.99% | 18.93% |
| Worst Week | -3.59% | -12.33% |
| Best Month | 6.99% | 37.42% |
| Worst Month | -3.59% | -17.69% |
| Best Year | -0.73% | 38.02% |
| Worst Year | -1.12% | 16.76% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.6% | -0.71% |
| Avg. Up Week | 3.65% | 3.08% |
| Avg. Down Week | -1.96% | -3.84% |
| Avg. Up Month | 0.32% | 11.11% |
| Avg. Down Month | -1.96% | -11.25% |
| Win Days % | 25.71% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 22.22% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |