| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 4.02% | 61.16% |
| Max Drawdown | -9.24% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.33 | 0.85 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 102.3 | 2.67 |
| Outlier Loss Ratio | 3.32 | 2.42 |
| Volatility (ann.) | 5.02% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.42 | 2.0 |
| Skew | 1.91 | 0.21 |
| Kurtosis | 97.45 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.74% |
| Expected Yearly % | 1.99% | 26.95% |
| Kelly Criterion | -3.86% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11403033:BTCUSD | 11403033:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.62 | -0.04 | - |
| 2025 | 16.76 | 5.73 | 0.34 | - |
| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 5.07% | 31.46% |
| 6M | 5.32% | 12.77% |
| YTD | 5.73% | 16.76% |
| 1Y | 4.02% | 56.84% |
| 3Y (ann.) | 3.91% | 59.12% |
| 5Y (ann.) | 3.91% | 59.12% |
| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| Max Drawdown | -9.24% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -2.66% | -4.82% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | 0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-05-21 | -9.24 | 324 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2025-06-09 | 2025-06-09 | -0.18 | 0 |
| 2024-06-30 | 2024-07-01 | -0.18 | 0 |
| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 3.52% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -2.82% | -17.69% |
| Best Year | 5.73% | 38.02% |
| Worst Year | -1.62% | 16.76% |
| Avg. Up Day | 0.91% | 0.95% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 1.64% | 7.67% |
| Avg. Down Week | -1.77% | -4.11% |
| Avg. Up Month | 2.04% | 8.64% |
| Avg. Down Month | -1.09% | -9.25% |
| Win Days % | 44.58% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |