| Metric | 11389820:btcusd:triple_med_gx:lsma120_95 | 11389820:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -1.45% | 61.52% |
| Max Drawdown | -12.26% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.08 | 0.86 |
| Payoff Ratio | 0.95 | 0.99 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 114.29 | 2.53 |
| Outlier Loss Ratio | 3.19 | 2.46 |
| Volatility (ann.) | 4.6% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.12 | 2.02 |
| Skew | -0.56 | 0.21 |
| Kurtosis | 116.32 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.76% |
| Expected Yearly % | -0.73% | 27.09% |
| Kelly Criterion | -7.41% | 3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11389820:BTCUSD | 11389820:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.95 | -0.21 | - |
| 2025 | 17.02 | 7.06 | 0.41 | - |
| Metric | 11389820:btcusd:triple_med_gx:lsma120_95 | 11389820:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.86% | 31.76% |
| 6M | 7.06% | 12.25% |
| YTD | 7.06% | 17.02% |
| 1Y | -1.45% | 57.19% |
| 3Y (ann.) | -1.41% | 59.47% |
| 5Y (ann.) | -1.41% | 59.47% |
| Metric | 11389820:btcusd:triple_med_gx:lsma120_95 | 11389820:BTCUSD |
|---|---|---|
| Max Drawdown | -12.26% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -6.52% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -12.26 | 330 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11389820:btcusd:triple_med_gx:lsma120_95 | 11389820:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 4.08% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 4.08% | 37.42% |
| Worst Month | -7.72% | -17.69% |
| Best Year | 7.06% | 38.02% |
| Worst Year | -7.95% | 17.02% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.75% | -0.73% |
| Avg. Up Week | 1.59% | 7.63% |
| Avg. Down Week | -4.48% | -5.24% |
| Avg. Up Month | 2.29% | 8.97% |
| Avg. Down Month | -7.72% | -8.73% |
| Win Days % | 47.62% | 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% |