| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -3.2% | 61.16% |
| Max Drawdown | -6.09% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.38 | 0.85 |
| Payoff Ratio | 0.83 | 0.89 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.23 | 0.5 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 278.76 | 2.14 |
| Outlier Loss Ratio | 3.9 | 2.17 |
| Volatility (ann.) | 2.79% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.51 | 2.0 |
| Skew | 0.87 | 0.21 |
| Kurtosis | 226.01 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.25% | 3.74% |
| Expected Yearly % | -1.61% | 26.95% |
| Kelly Criterion | -41.44% | -2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11399665:BTCUSD | 11399665:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.24 | -0.11 | - |
| 2025 | 16.76 | 1.09 | 0.07 | - |
| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.34% | 31.46% |
| 6M | 1.95% | 12.77% |
| YTD | 1.09% | 16.76% |
| 1Y | -3.2% | 56.84% |
| 3Y (ann.) | -3.11% | 59.12% |
| 5Y (ann.) | -3.11% | 59.12% |
| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| Max Drawdown | -6.09% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 172.0 | 14.0 |
| Recovery Factor | -0.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -6.09 | 345 |
| 2024-06-30 | 2024-07-01 | -0.18 | 0 |
| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -2.77% | -9.32% |
| Best Week | 2.72% | 18.93% |
| Worst Week | -3.6% | -12.33% |
| Best Month | 1.48% | 37.42% |
| Worst Month | -3.6% | -17.69% |
| Best Year | 1.09% | 38.02% |
| Worst Year | -4.24% | 16.76% |
| Avg. Up Day | 0.67% | 0.74% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 0.86% | 1.83% |
| Avg. Down Week | -1.17% | -3.01% |
| Avg. Up Month | 0.27% | 14.11% |
| Avg. Down Month | -1.89% | -8.04% |
| Win Days % | 35.71% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 36.84% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |