| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.55% | 61.52% |
| Max Drawdown | -10.73% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.86 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 119.71 | 2.54 |
| Outlier Loss Ratio | 3.34 | 2.39 |
| Volatility (ann.) | 4.26% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.05 | 2.02 |
| Skew | -1.47 | 0.21 |
| Kurtosis | 124.46 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.76% |
| Expected Yearly % | -0.27% | 27.09% |
| Kelly Criterion | -2.87% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11389855:BTCUSD | 11389855:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.53 | -0.12 | - |
| 2025 | 17.02 | 4.17 | 0.25 | - |
| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.9% | 31.76% |
| 6M | 4.17% | 12.25% |
| YTD | 4.17% | 17.02% |
| 1Y | -0.55% | 57.19% |
| 3Y (ann.) | -0.53% | 59.47% |
| 5Y (ann.) | -0.53% | 59.47% |
| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| Max Drawdown | -10.73% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -5.46% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.05 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -10.73 | 330 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 3.25% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 3.25% | 37.42% |
| Worst Month | -6.93% | -17.69% |
| Best Year | 4.17% | 38.02% |
| Worst Year | -4.53% | 17.02% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 1.43% | 5.73% |
| Avg. Down Week | -4.09% | -5.24% |
| Avg. Up Month | 1.45% | 7.76% |
| Avg. Down Month | -6.93% | -8.73% |
| Win Days % | 48.84% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |