| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -6.0% | 61.52% |
| Max Drawdown | -10.45% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.41 | 0.86 |
| Payoff Ratio | 0.91 | 0.93 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.35 | 0.53 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 103.88 | 2.57 |
| Outlier Loss Ratio | 3.47 | 2.51 |
| Volatility (ann.) | 4.64% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.56 | 2.02 |
| Skew | -1.51 | 0.21 |
| Kurtosis | 91.62 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.48% | 3.76% |
| Expected Yearly % | -3.05% | 27.09% |
| Kelly Criterion | -13.59% | 0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11388385:BTCUSD | 11388385:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.80 | -0.13 | - |
| 2025 | 17.02 | -1.26 | -0.07 | - |
| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.56% | 31.76% |
| 6M | -1.26% | 12.25% |
| YTD | -1.26% | 17.02% |
| 1Y | -6.0% | 57.19% |
| 3Y (ann.) | -5.85% | 59.47% |
| 5Y (ann.) | -5.85% | 59.47% |
| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| Max Drawdown | -10.45% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -5.61% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -10.45 | 330 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 1.89% | 18.93% |
| Worst Week | -6.79% | -12.33% |
| Best Month | 1.72% | 37.42% |
| Worst Month | -6.79% | -17.69% |
| Best Year | -1.26% | 38.02% |
| Worst Year | -4.8% | 17.02% |
| Avg. Up Day | 0.63% | 0.66% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 1.22% | 6.85% |
| Avg. Down Week | -4.68% | -5.24% |
| Avg. Up Month | 1.4% | 6.72% |
| Avg. Down Month | -3.45% | -5.41% |
| Win Days % | 45.87% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |