| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 2.53% | 61.52% |
| Max Drawdown | -10.58% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.22 | 0.86 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 89.63 | 2.6 |
| Outlier Loss Ratio | 3.14 | 2.51 |
| Volatility (ann.) | 5.19% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.23 | 2.02 |
| Skew | 0.99 | 0.21 |
| Kurtosis | 89.24 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.76% |
| Expected Yearly % | 1.26% | 27.09% |
| Kelly Criterion | 2.62% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11388350:BTCUSD | 11388350:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.05 | -0.08 | - |
| 2025 | 17.02 | 5.75 | 0.34 | - |
| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.25% | 31.76% |
| 6M | 5.75% | 12.25% |
| YTD | 5.75% | 17.02% |
| 1Y | 2.53% | 57.19% |
| 3Y (ann.) | 2.46% | 59.47% |
| 5Y (ann.) | 2.46% | 59.47% |
| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| Max Drawdown | -10.58% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -10.58 | 330 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 4.44% | 18.93% |
| Worst Week | -7.38% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -7.38% | -17.69% |
| Best Year | 5.75% | 38.02% |
| Worst Year | -3.05% | 17.02% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 2.09% | 8.35% |
| Avg. Down Week | -4.45% | -5.24% |
| Avg. Up Month | 2.99% | 8.57% |
| Avg. Down Month | -3.99% | -5.41% |
| Win Days % | 49.48% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |