| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -9.5% | 61.16% |
| Max Drawdown | -9.97% | -29.51% |
| Sharpe | -0.67 | 0.59 |
| Sortino | -0.73 | 0.85 |
| Payoff Ratio | 0.68 | 0.63 |
| Profit Factor | 0.42 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.1 | 0.36 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 399.81 | 2.14 |
| Outlier Loss Ratio | 2.49 | 2.17 |
| Volatility (ann.) | 3.54% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.93 | 2.0 |
| Skew | -15.5 | 0.21 |
| Kurtosis | 422.57 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.76% | 3.74% |
| Expected Yearly % | -4.87% | 26.95% |
| Kelly Criterion | -64.17% | -24.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11402224:BTCUSD | 11402224:btcusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.62 | -0.23 | - |
| 2025 | 16.76 | -0.96 | -0.06 | - |
| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.26% | 31.46% |
| 6M | -0.96% | 12.77% |
| YTD | -0.96% | 16.76% |
| 1Y | -6.56% | 56.84% |
| 3Y (ann.) | -9.26% | 59.12% |
| 5Y (ann.) | -9.26% | 59.12% |
| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| Max Drawdown | -9.97% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -9.97% | -4.82% |
| Avg. Drawdown Days | 369.0 | 14.0 |
| Recovery Factor | -0.95 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -9.97 | 369 |
| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| Best Day | 2.14% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 0.95% | 18.93% |
| Worst Week | -4.85% | -12.33% |
| Best Month | 0.31% | 37.42% |
| Worst Month | -4.85% | -17.69% |
| Best Year | -0.96% | 38.02% |
| Worst Year | -8.62% | 16.76% |
| Avg. Up Day | 0.64% | 0.72% |
| Avg. Down Day | -0.93% | -1.14% |
| Avg. Up Week | 0.64% | 4.55% |
| Avg. Down Week | -2.28% | -4.24% |
| Avg. Up Month | 0.13% | 25.77% |
| Avg. Down Month | -2.76% | -6.43% |
| Win Days % | 33.33% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |