| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -10.0% | 61.16% |
| Max Drawdown | -16.2% | -29.51% |
| Sharpe | -0.51 | 0.59 |
| Sortino | -0.64 | 0.85 |
| Payoff Ratio | 1.02 | 0.95 |
| Profit Factor | 0.71 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.26 | 0.54 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 130.55 | 2.45 |
| Outlier Loss Ratio | 3.12 | 2.45 |
| Volatility (ann.) | 4.78% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.6 | 2.0 |
| Skew | -4.05 | 0.21 |
| Kurtosis | 97.47 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.81% | 3.74% |
| Expected Yearly % | -5.13% | 26.95% |
| Kelly Criterion | -26.84% | 1.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11401221:BTCUSD | 11401221:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.34 | -0.09 | - |
| 2025 | 16.76 | -6.90 | -0.41 | - |
| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| MTD | 2.01% | 4.16% |
| 3M | 0.31% | 31.46% |
| 6M | -9.66% | 12.77% |
| YTD | -6.9% | 16.76% |
| 1Y | -10.0% | 56.84% |
| 3Y (ann.) | -9.75% | 59.12% |
| 5Y (ann.) | -9.75% | 59.12% |
| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| Max Drawdown | -16.2% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -8.19% | -4.82% |
| Avg. Drawdown Days | 171.0 | 14.0 |
| Recovery Factor | -0.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -16.20 | 342 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 3.36% | 18.93% |
| Worst Week | -4.42% | -12.33% |
| Best Month | 3.36% | 37.42% |
| Worst Month | -4.56% | -17.69% |
| Best Year | -3.34% | 38.02% |
| Worst Year | -6.9% | 16.76% |
| Avg. Up Day | 0.86% | 0.91% |
| Avg. Down Day | -0.84% | -0.95% |
| Avg. Up Week | 1.44% | 6.69% |
| Avg. Down Week | -2.21% | -2.44% |
| Avg. Up Month | 1.84% | 8.38% |
| Avg. Down Month | -2.63% | -7.93% |
| Win Days % | 35.9% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |