| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -2.4% | 61.16% |
| Max Drawdown | -4.62% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.37 | 0.85 |
| Payoff Ratio | 0.85 | 0.63 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.36 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 318.53 | 2.15 |
| Outlier Loss Ratio | 4.23 | 2.17 |
| Volatility (ann.) | 2.2% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.51 | 2.0 |
| Skew | 2.35 | 0.21 |
| Kurtosis | 174.5 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.19% | 3.74% |
| Expected Yearly % | -1.21% | 26.95% |
| Kelly Criterion | -29.8% | -24.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.13% |
| Expected Shortfall (cVaR) | -0.19% | -2.13% |
| Year | 11403813:BTCUSD | 11403813:btcusd:triple_med_gx:lsma150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.26 | -0.03 | - |
| 2025 | 16.76 | -1.15 | -0.07 | - |
| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.7% | 31.46% |
| 6M | -1.15% | 12.77% |
| YTD | -1.15% | 16.76% |
| 1Y | -1.88% | 56.84% |
| 3Y (ann.) | -2.34% | 59.12% |
| 5Y (ann.) | -2.34% | 59.12% |
| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| Max Drawdown | -4.62% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-05 | 2025-06-11 | -4.62 | 279 |
| 2024-06-03 | 2024-09-04 | -0.94 | 92 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| Best Day | 2.32% | 9.33% |
| Worst Day | -1.54% | -9.32% |
| Best Week | 1.03% | 18.93% |
| Worst Week | -2.5% | -12.33% |
| Best Month | 0.82% | 37.42% |
| Worst Month | -2.5% | -17.69% |
| Best Year | -1.15% | 38.02% |
| Worst Year | -1.26% | 16.76% |
| Avg. Up Day | 0.52% | 0.56% |
| Avg. Down Day | -0.61% | -0.89% |
| Avg. Up Week | 0.63% | 18.93% |
| Avg. Down Week | -0.4% | -5.09% |
| Avg. Up Month | 0.67% | 25.77% |
| Avg. Down Month | -0.32% | -8.04% |
| Win Days % | 40.48% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |