| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.85% | 61.16% |
| Max Drawdown | -16.78% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.18 | 0.85 |
| Payoff Ratio | 0.87 | 0.86 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.49 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 80.33 | 2.71 |
| Outlier Loss Ratio | 2.96 | 2.62 |
| Volatility (ann.) | 5.75% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.22 | 2.0 |
| Skew | -2.02 | 0.21 |
| Kurtosis | 67.98 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.3% | 3.74% |
| Expected Yearly % | -1.95% | 26.95% |
| Kelly Criterion | -8.32% | -4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11403749:BTCUSD | 11403749:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.66 | -0.20 | - |
| 2025 | 16.76 | 4.12 | 0.25 | - |
| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.48% | 31.46% |
| 6M | 6.23% | 12.77% |
| YTD | 4.12% | 16.76% |
| 1Y | -3.85% | 56.84% |
| 3Y (ann.) | -3.75% | 59.12% |
| 5Y (ann.) | -3.75% | 59.12% |
| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| Max Drawdown | -16.78% | -29.51% |
| Longest DD Days | 344.0 | 144.0 |
| Avg. Drawdown | -8.48% | -4.82% |
| Avg. Drawdown Days | 172.0 | 14.0 |
| Recovery Factor | -0.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -16.78 | 344 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 6.55% | 18.93% |
| Worst Week | -9.66% | -12.33% |
| Best Month | 6.55% | 37.42% |
| Worst Month | -9.67% | -17.69% |
| Best Year | 4.12% | 38.02% |
| Worst Year | -7.66% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 2.01% | 6.7% |
| Avg. Down Week | -4.22% | -4.0% |
| Avg. Up Month | 3.16% | 12.04% |
| Avg. Down Month | -0.41% | -8.73% |
| Win Days % | 49.58% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |