| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -7.48% | 61.16% |
| Max Drawdown | -11.19% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.47 | 0.85 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.31 | 0.59 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 146.7 | 2.37 |
| Outlier Loss Ratio | 2.65 | 2.45 |
| Volatility (ann.) | 5.1% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.65 | 2.0 |
| Skew | 0.94 | 0.21 |
| Kurtosis | 247.18 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.6% | 3.74% |
| Expected Yearly % | -3.81% | 26.95% |
| Kelly Criterion | -19.49% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11402914:BTCUSD | 11402914:btcusd:triple_med_gx:lsma160_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.99 | -0.08 | - |
| 2025 | 16.76 | -4.63 | -0.28 | - |
| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.05% | 31.46% |
| 6M | -4.63% | 12.77% |
| YTD | -4.63% | 16.76% |
| 1Y | -7.48% | 56.84% |
| 3Y (ann.) | -7.29% | 59.12% |
| 5Y (ann.) | -7.29% | 59.12% |
| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| Max Drawdown | -11.19% | -29.51% |
| Longest DD Days | 329.0 | 144.0 |
| Avg. Drawdown | -5.69% | -4.82% |
| Avg. Drawdown Days | 164.0 | 14.0 |
| Recovery Factor | -0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-06-11 | -11.19 | 329 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 1.12% | 18.93% |
| Worst Week | -2.14% | -12.33% |
| Best Month | 1.12% | 37.42% |
| Worst Month | -4.1% | -17.69% |
| Best Year | -2.99% | 38.02% |
| Worst Year | -4.63% | 16.76% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 0.61% | 13.66% |
| Avg. Down Week | -0.63% | -6.57% |
| Avg. Up Month | 0.61% | 8.61% |
| Avg. Down Month | -2.58% | -5.41% |
| Win Days % | 37.5% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 22.22% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |