| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.16% | 61.16% |
| Max Drawdown | -1.75% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.52 | 1.05 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 676.5 | 2.14 |
| Outlier Loss Ratio | 6.37 | 2.07 |
| Volatility (ann.) | 1.32% | 25.19% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.09 | 2.0 |
| Skew | 6.12 | 0.21 |
| Kurtosis | 344.77 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.08% | 26.95% |
| Kelly Criterion | -16.19% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -2.13% |
| Expected Shortfall (cVaR) | -0.11% | -2.13% |
| Year | 11396382:BTCUSD | 11396382:btcusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.09 | -0.03 | - |
| 2025 | 16.76 | 1.27 | 0.08 | - |
| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.86% | 31.46% |
| 6M | 1.38% | 12.77% |
| YTD | 1.27% | 16.76% |
| 1Y | 0.16% | 56.84% |
| 3Y (ann.) | 0.16% | 59.12% |
| 5Y (ann.) | 0.16% | 59.12% |
| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| Max Drawdown | -1.75% | -29.51% |
| Longest DD Days | 228.0 | 144.0 |
| Avg. Drawdown | -0.93% | -4.82% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | 0.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-02-14 | -1.75 | 228 |
| 2025-03-31 | 2025-06-11 | -0.86 | 72 |
| 2025-03-05 | 2025-03-05 | -0.18 | 0 |
| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| Best Day | 1.55% | 9.33% |
| Worst Day | -1.4% | -9.32% |
| Best Week | 1.66% | 18.93% |
| Worst Week | -1.57% | -12.33% |
| Best Month | 1.66% | 37.42% |
| Worst Month | -0.61% | -17.69% |
| Best Year | 1.27% | 38.02% |
| Worst Year | -1.09% | 16.76% |
| Avg. Up Day | 0.69% | 0.81% |
| Avg. Down Day | -0.46% | -0.78% |
| Avg. Up Week | 1.11% | 2.06% |
| Avg. Down Week | -0.83% | -3.32% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -0.61% | -8.73% |
| Win Days % | 30.0% | 51.86% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |