| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -7.82% | 61.16% |
| Max Drawdown | -9.49% | -29.51% |
| Sharpe | -0.5 | 0.59 |
| Sortino | -0.56 | 0.85 |
| Payoff Ratio | 0.79 | 0.78 |
| Profit Factor | 0.55 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.44 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 292.94 | 2.14 |
| Outlier Loss Ratio | 3.49 | 2.17 |
| Volatility (ann.) | 3.83% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.8 | 2.0 |
| Skew | -20.0 | 0.21 |
| Kurtosis | 692.93 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.62% | 3.74% |
| Expected Yearly % | -3.99% | 26.95% |
| Kelly Criterion | -53.79% | -9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11399718:BTCUSD | 11399718:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.11 | 0.00 | - |
| 2025 | 16.76 | -7.92 | -0.47 | - |
| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -2.44% | 31.46% |
| 6M | -6.64% | 12.77% |
| YTD | -7.92% | 16.76% |
| 1Y | -7.82% | 56.84% |
| 3Y (ann.) | -7.62% | 59.12% |
| 5Y (ann.) | -7.62% | 59.12% |
| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| Max Drawdown | -9.49% | -29.51% |
| Longest DD Days | 303.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.82% |
| Avg. Drawdown Days | 101.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-12 | 2025-06-11 | -9.49 | 303 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-08-11 | 2024-08-12 | -0.43 | 0 |
| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| Best Day | 2.23% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 1.4% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 1.4% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 0.11% | 38.02% |
| Worst Year | -7.92% | 16.76% |
| Avg. Up Day | 0.63% | 0.7% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 0.33% | 3.53% |
| Avg. Down Week | -1.89% | -2.18% |
| Avg. Up Month | 0.05% | 3.1% |
| Avg. Down Month | -6.41% | -2.09% |
| Win Days % | 31.91% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |