| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -25.64% | 61.52% |
| Max Drawdown | -26.98% | -29.51% |
| Sharpe | -0.99 | 0.59 |
| Sortino | -1.16 | 0.86 |
| Payoff Ratio | 0.74 | 0.69 |
| Profit Factor | 0.63 | 1.1 |
| Common Sense Ratio | 0.02 | 1.07 |
| CPC Index | 0.2 | 0.39 |
| Tail Ratio | 0.04 | 0.97 |
| Outlier Win Ratio | 68.08 | 2.71 |
| Outlier Loss Ratio | 3.23 | 2.93 |
| Volatility (ann.) | 7.03% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.93 | 2.02 |
| Skew | -4.22 | 0.21 |
| Kurtosis | 57.3 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.25% | 3.76% |
| Expected Yearly % | -13.77% | 27.09% |
| Kelly Criterion | -33.27% | -17.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11384248:BTCUSD | 11384248:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.66 | -0.15 | - |
| 2025 | 17.02 | -21.18 | -1.24 | - |
| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.96% | 31.76% |
| 6M | -23.45% | 12.25% |
| YTD | -21.18% | 17.02% |
| 1Y | -25.64% | 57.19% |
| 3Y (ann.) | -25.05% | 59.47% |
| 5Y (ann.) | -25.05% | 59.47% |
| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| Max Drawdown | -26.98% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -10.38% | -4.82% |
| Avg. Drawdown Days | 107.0 | 14.0 |
| Recovery Factor | -0.95 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -26.98 | 317 |
| 2024-07-24 | 2024-07-29 | -3.78 | 4 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.71% | 18.93% |
| Worst Week | -6.67% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -11.63% | -17.69% |
| Best Year | -5.66% | 38.02% |
| Worst Year | -21.18% | 17.02% |
| Avg. Up Day | 0.65% | 0.66% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 4.22% | 4.88% |
| Avg. Down Week | -3.36% | -4.79% |
| Avg. Up Month | 3.22% | 22.39% |
| Avg. Down Month | -3.12% | -7.93% |
| Win Days % | 43.43% | 51.9% |
| Win Month % | 18.18% | 61.54% |
| Win Week % | 20.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |