| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -14.44% | 61.16% |
| Max Drawdown | -25.81% | -29.51% |
| Sharpe | -0.44 | 0.59 |
| Sortino | -0.55 | 0.85 |
| Payoff Ratio | 0.73 | 0.62 |
| Profit Factor | 0.69 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.22 | 0.35 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 99.4 | 2.45 |
| Outlier Loss Ratio | 2.39 | 2.43 |
| Volatility (ann.) | 7.88% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.55 | 2.0 |
| Skew | -5.62 | 0.21 |
| Kurtosis | 287.21 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.19% | 3.74% |
| Expected Yearly % | -7.5% | 26.95% |
| Kelly Criterion | -31.5% | -25.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11398865:BTCUSD | 11398865:btcusd:triple_med_gx:lsma140_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.08 | -0.45 | - |
| 2025 | 16.76 | 3.17 | 0.19 | - |
| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.5% | 31.46% |
| 6M | 3.17% | 12.77% |
| YTD | 3.17% | 16.76% |
| 1Y | -11.59% | 56.84% |
| 3Y (ann.) | -14.09% | 59.12% |
| 5Y (ann.) | -14.09% | 59.12% |
| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| Max Drawdown | -25.81% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -8.76% | -4.82% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -25.81 | 369 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 6.16% | 18.93% |
| Worst Week | -13.22% | -12.33% |
| Best Month | 6.85% | 37.42% |
| Worst Month | -13.22% | -17.69% |
| Best Year | 3.17% | 38.02% |
| Worst Year | -17.08% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -1.03% | -1.23% |
| Avg. Up Week | 2.24% | 2.86% |
| Avg. Down Week | -3.6% | -3.99% |
| Avg. Up Month | 3.4% | 9.51% |
| Avg. Down Month | -6.3% | -8.96% |
| Win Days % | 44.68% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |