| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -3.46% | 75.42% |
| Max Drawdown | -6.39% | -29.51% |
| Sharpe | -0.49 | 0.63 |
| Sortino | -0.63 | 0.92 |
| Payoff Ratio | 1.34 | 0.95 |
| Profit Factor | 0.58 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.19 | 0.55 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 646.61 | 2.18 |
| Outlier Loss Ratio | 5.04 | 2.23 |
| Volatility (ann.) | 1.58% | 24.55% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.48 | 2.19 |
| Skew | -2.78 | 0.2 |
| Kurtosis | 198.97 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.25% | 4.1% |
| Expected Yearly % | -1.74% | 32.45% |
| Kelly Criterion | -32.27% | 1.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -2.07% |
| Expected Shortfall (cVaR) | -0.14% | -2.07% |
| Year | 11405598:BTCUSD | 11405598:btcusd:triple_med_gx:lsma150_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.25 | -0.11 | - |
| 2025 | 27.10 | 0.83 | 0.03 | - |
| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| MTD | 2.39% | 10.71% |
| 3M | 0.48% | 41.88% |
| 6M | 0.83% | 22.91% |
| YTD | 0.83% | 27.1% |
| 1Y | -3.32% | 82.29% |
| 3Y (ann.) | -3.08% | 64.73% |
| 5Y (ann.) | -3.08% | 64.73% |
| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| Max Drawdown | -6.39% | -29.51% |
| Longest DD Days | 408.0 | 144.0 |
| Avg. Drawdown | -6.39% | -4.71% |
| Avg. Drawdown Days | 408.0 | 14.0 |
| Recovery Factor | -0.54 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-17 | -6.39 | 408 |
| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| Best Day | 1.4% | 9.33% |
| Worst Day | -1.54% | -9.32% |
| Best Week | 2.39% | 18.93% |
| Worst Week | -2.16% | -12.33% |
| Best Month | 2.39% | 37.42% |
| Worst Month | -2.16% | -17.69% |
| Best Year | 0.83% | 38.02% |
| Worst Year | -4.25% | 27.1% |
| Avg. Up Day | 0.67% | 0.78% |
| Avg. Down Day | -0.5% | -0.81% |
| Avg. Up Week | 1.51% | 9.88% |
| Avg. Down Week | -0.8% | -4.12% |
| Avg. Up Month | 2.39% | 10.71% |
| Avg. Down Month | -0.14% | -7.35% |
| Win Days % | 24.14% | 51.89% |
| Win Month % | 25.0% | 64.29% |
| Win Week % | 27.27% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |