| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -5.81% | 61.16% |
| Max Drawdown | -12.81% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.29 | 0.85 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.39 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 86.29 | 2.66 |
| Outlier Loss Ratio | 3.13 | 2.55 |
| Volatility (ann.) | 5.9% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.44 | 2.0 |
| Skew | -1.83 | 0.21 |
| Kurtosis | 79.33 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.46% | 3.74% |
| Expected Yearly % | -2.95% | 26.95% |
| Kelly Criterion | -12.04% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11402977:BTCUSD | 11402977:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.88 | -0.05 | - |
| 2025 | 16.76 | -4.00 | -0.24 | - |
| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | -1.53% | 31.46% |
| 6M | -4.08% | 12.77% |
| YTD | -4.0% | 16.76% |
| 1Y | -5.81% | 56.84% |
| 3Y (ann.) | -5.66% | 59.12% |
| 5Y (ann.) | -5.66% | 59.12% |
| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| Max Drawdown | -12.81% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -6.49% | -4.82% |
| Avg. Drawdown Days | 172.0 | 14.0 |
| Recovery Factor | -0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -12.81 | 345 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 2.87% | 18.93% |
| Worst Week | -4.36% | -12.33% |
| Best Month | 2.87% | 37.42% |
| Worst Month | -4.36% | -17.69% |
| Best Year | -1.88% | 38.02% |
| Worst Year | -4.0% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 1.51% | 4.82% |
| Avg. Down Week | -1.74% | -3.09% |
| Avg. Up Month | 2.19% | 8.72% |
| Avg. Down Month | -1.62% | -7.93% |
| Win Days % | 43.24% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |