| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 0.5% | 61.16% |
| Max Drawdown | -7.76% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 157.81 | 2.48 |
| Outlier Loss Ratio | 3.74 | 2.28 |
| Volatility (ann.) | 3.53% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.06 | 2.0 |
| Skew | -3.56 | 0.21 |
| Kurtosis | 145.74 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.74% |
| Expected Yearly % | 0.25% | 26.95% |
| Kelly Criterion | -10.74% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11393344:BTCUSD | 11393344:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.50 | -0.14 | - |
| 2025 | 16.76 | 6.34 | 0.38 | - |
| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.64% | 31.46% |
| 6M | 5.74% | 12.77% |
| YTD | 6.34% | 16.76% |
| 1Y | 0.5% | 56.84% |
| 3Y (ann.) | 0.48% | 59.12% |
| 5Y (ann.) | 0.48% | 59.12% |
| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| Max Drawdown | -7.76% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.06% | -4.82% |
| Avg. Drawdown Days | 105.0 | 14.0 |
| Recovery Factor | 0.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-04-01 | -7.76 | 246 |
| 2025-04-02 | 2025-06-11 | -4.24 | 70 |
| 2024-07-28 | 2024-07-28 | -0.18 | 0 |
| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| Best Day | 2.06% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 5.66% | 18.93% |
| Worst Week | -2.58% | -12.33% |
| Best Month | 5.66% | 37.42% |
| Worst Month | -2.58% | -17.69% |
| Best Year | 6.34% | 38.02% |
| Worst Year | -5.5% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 5.66% | 9.93% |
| Avg. Down Week | -0.76% | -5.79% |
| Avg. Up Month | 2.28% | 11.57% |
| Avg. Down Month | -0.7% | -5.98% |
| Win Days % | 43.08% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 21.43% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |