| Metric | 11398811:btcusd:triple_med_gx:lsma140_125 | 11398811:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -13.5% | 61.16% |
| Max Drawdown | -16.98% | -29.51% |
| Sharpe | -0.65 | 0.59 |
| Sortino | -0.78 | 0.85 |
| Payoff Ratio | 0.66 | 0.63 |
| Profit Factor | 0.62 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.36 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 135.23 | 2.35 |
| Outlier Loss Ratio | 2.45 | 2.44 |
| Volatility (ann.) | 5.19% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.78 | 2.0 |
| Skew | -5.81 | 0.21 |
| Kurtosis | 132.07 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.11% | 3.74% |
| Expected Yearly % | -6.99% | 26.95% |
| Kelly Criterion | -40.99% | -24.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11398811:BTCUSD | 11398811:btcusd:triple_med_gx:lsma140_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.52 | -0.28 | - |
| 2025 | 16.76 | -3.33 | -0.20 | - |
| Metric | 11398811:btcusd:triple_med_gx:lsma140_125 | 11398811:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.32% | 31.46% |
| 6M | -3.33% | 12.77% |
| YTD | -3.33% | 16.76% |
| 1Y | -11.37% | 56.84% |
| 3Y (ann.) | -13.16% | 59.12% |
| 5Y (ann.) | -13.16% | 59.12% |
| Metric | 11398811:btcusd:triple_med_gx:lsma140_125 | 11398811:BTCUSD |
|---|---|---|
| Max Drawdown | -16.98% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -8.84% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -16.98 | 369 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| Metric | 11398811:btcusd:triple_med_gx:lsma140_125 | 11398811:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 6.16% | 18.93% |
| Worst Week | -6.39% | -12.33% |
| Best Month | 2.86% | 37.42% |
| Worst Month | -6.39% | -17.69% |
| Best Year | -3.33% | 38.02% |
| Worst Year | -10.52% | 16.76% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -1.03% | -1.11% |
| Avg. Up Week | 6.16% | 6.24% |
| Avg. Down Week | -1.99% | -3.61% |
| Avg. Up Month | 2.86% | 11.11% |
| Avg. Down Month | -2.97% | -7.82% |
| Win Days % | 44.0% | 51.86% |
| Win Month % | 9.09% | 61.54% |
| Win Week % | 7.14% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |