| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -17.24% | 61.16% |
| Max Drawdown | -17.78% | -29.51% |
| Sharpe | -1.36 | 0.59 |
| Sortino | -1.42 | 0.85 |
| Payoff Ratio | 0.72 | 0.69 |
| Profit Factor | 0.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.02 | 0.39 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 729.39 | 2.14 |
| Outlier Loss Ratio | 2.35 | 2.17 |
| Volatility (ann.) | 3.33% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.95 | 2.0 |
| Skew | -13.68 | 0.21 |
| Kurtosis | 265.72 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.45% | 3.74% |
| Expected Yearly % | -9.03% | 26.95% |
| Kelly Criterion | -102.84% | -18.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11401942:BTCUSD | 11401942:btcusd:triple_med_gx:lsma130_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.49 | -0.35 | - |
| 2025 | 16.76 | -4.34 | -0.26 | - |
| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.36% | 31.46% |
| 6M | -5.0% | 12.77% |
| YTD | -4.34% | 16.76% |
| 1Y | -17.24% | 56.84% |
| 3Y (ann.) | -16.82% | 59.12% |
| 5Y (ann.) | -16.82% | 59.12% |
| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| Max Drawdown | -17.78% | -29.51% |
| Longest DD Days | 341.0 | 144.0 |
| Avg. Drawdown | -8.98% | -4.82% |
| Avg. Drawdown Days | 170.0 | 14.0 |
| Recovery Factor | -0.97 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -17.78 | 341 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| Best Day | 1.28% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 0.22% | 18.93% |
| Worst Week | -5.42% | -12.33% |
| Best Month | 0.01% | 37.42% |
| Worst Month | -10.24% | -17.69% |
| Best Year | -4.34% | 38.02% |
| Worst Year | -13.49% | 16.76% |
| Avg. Up Day | 0.76% | 0.8% |
| Avg. Down Day | -1.06% | -1.17% |
| Avg. Up Week | 0.19% | 0.11% |
| Avg. Down Week | -1.59% | -3.93% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.67% | -9.88% |
| Win Days % | 15.15% | 51.86% |
| Win Month % | 11.11% | 61.54% |
| Win Week % | 15.38% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |