| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -4.14% | 61.16% |
| Max Drawdown | -10.38% | -29.51% |
| Sharpe | -0.28 | 0.59 |
| Sortino | -0.39 | 0.85 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 167.17 | 2.24 |
| Outlier Loss Ratio | 3.76 | 2.3 |
| Volatility (ann.) | 3.5% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.39 | 2.0 |
| Skew | 0.89 | 0.21 |
| Kurtosis | 111.93 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.74% |
| Expected Yearly % | -2.09% | 26.95% |
| Kelly Criterion | -25.83% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11399661:BTCUSD | 11399661:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.47 | -0.14 | - |
| 2025 | 16.76 | 1.41 | 0.08 | - |
| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.34% | 31.46% |
| 6M | 2.7% | 12.77% |
| YTD | 1.41% | 16.76% |
| 1Y | -3.74% | 56.84% |
| 3Y (ann.) | -4.03% | 59.12% |
| 5Y (ann.) | -4.03% | 59.12% |
| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| Max Drawdown | -10.38% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -5.48% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -10.38 | 345 |
| 2024-06-08 | 2024-06-30 | -0.59 | 22 |
| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -2.77% | -9.32% |
| Best Week | 2.72% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 3.11% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 1.41% | 38.02% |
| Worst Year | -5.47% | 16.76% |
| Avg. Up Day | 0.75% | 0.81% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 0.8% | 3.24% |
| Avg. Down Week | -1.49% | -2.73% |
| Avg. Up Month | 0.31% | 12.5% |
| Avg. Down Month | -2.41% | -9.88% |
| Win Days % | 36.51% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |