| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -1.73% | 61.16% |
| Max Drawdown | -10.53% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.13 | 0.85 |
| Payoff Ratio | 0.98 | 0.89 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 195.53 | 2.3 |
| Outlier Loss Ratio | 3.15 | 2.17 |
| Volatility (ann.) | 3.46% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.16 | 2.0 |
| Skew | -6.49 | 0.21 |
| Kurtosis | 228.17 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.74% |
| Expected Yearly % | -0.87% | 26.95% |
| Kelly Criterion | -8.91% | -2.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11394471:BTCUSD | 11394471:btcusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.56 | -0.15 | - |
| 2025 | 16.76 | 4.06 | 0.24 | - |
| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.83% | 31.46% |
| 6M | 4.06% | 12.77% |
| YTD | 4.06% | 16.76% |
| 1Y | -1.73% | 56.84% |
| 3Y (ann.) | -1.69% | 59.12% |
| 5Y (ann.) | -1.69% | 59.12% |
| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| Max Drawdown | -10.53% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -5.36% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -10.53 | 330 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| Best Day | 2.53% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 3.21% | 18.93% |
| Worst Week | -8.48% | -12.33% |
| Best Month | 3.21% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 4.06% | 38.02% |
| Worst Year | -5.56% | 16.76% |
| Avg. Up Day | 0.64% | 0.65% |
| Avg. Down Day | -0.65% | -0.73% |
| Avg. Up Week | 1.56% | 6.79% |
| Avg. Down Week | -4.48% | -5.24% |
| Avg. Up Month | 1.6% | 7.76% |
| Avg. Down Month | -8.48% | -8.73% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |