| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -4.83% | 61.16% |
| Max Drawdown | -5.17% | -29.51% |
| Sharpe | -0.93 | 0.59 |
| Sortino | -1.06 | 0.85 |
| Payoff Ratio | 1.05 | 1.19 |
| Profit Factor | 0.36 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.08 | 0.67 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 1022.25 | 2.14 |
| Outlier Loss Ratio | 4.93 | 2.17 |
| Volatility (ann.) | 1.29% | 25.19% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.91 | 2.0 |
| Skew | -7.97 | 0.21 |
| Kurtosis | 176.79 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.38% | 3.74% |
| Expected Yearly % | -2.45% | 26.95% |
| Kelly Criterion | -56.01% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -2.13% |
| Expected Shortfall (cVaR) | -0.11% | -2.13% |
| Year | 11403753:BTCUSD | 11403753:btcusd:triple_med_gx:lsma135_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.35 | -0.09 | - |
| 2025 | 16.76 | -1.54 | -0.09 | - |
| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.3% | 31.46% |
| 6M | -4.76% | 12.77% |
| YTD | -1.54% | 16.76% |
| 1Y | -4.83% | 56.84% |
| 3Y (ann.) | -4.71% | 59.12% |
| 5Y (ann.) | -4.71% | 59.12% |
| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| Max Drawdown | -5.17% | -29.51% |
| Longest DD Days | 235.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.82% |
| Avg. Drawdown Days | 118.0 | 14.0 |
| Recovery Factor | -0.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2025-06-11 | -5.17 | 235 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| Best Day | 0.8% | 9.33% |
| Worst Day | -1.17% | -9.32% |
| Best Week | 0.45% | 18.93% |
| Worst Week | -1.98% | -12.33% |
| Best Month | 0.6% | 37.42% |
| Worst Month | -3.27% | -17.69% |
| Best Year | -1.54% | 38.02% |
| Worst Year | -3.35% | 16.76% |
| Avg. Up Day | 0.55% | 0.73% |
| Avg. Down Day | -0.52% | -0.61% |
| Avg. Up Week | 0.3% | 5.07% |
| Avg. Down Week | -1.1% | -3.38% |
| Avg. Up Month | 0.26% | 14.11% |
| Avg. Down Month | -1.85% | -2.66% |
| Win Days % | 20.0% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |