| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.99% | 61.16% |
| Max Drawdown | -11.88% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.85 |
| Payoff Ratio | 0.97 | 0.81 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.46 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 107.17 | 2.52 |
| Outlier Loss Ratio | 3.04 | 2.45 |
| Volatility (ann.) | 4.71% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.08 | 2.0 |
| Skew | -1.01 | 0.21 |
| Kurtosis | 98.85 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.74% |
| Expected Yearly % | -0.5% | 26.95% |
| Kelly Criterion | -6.58% | -7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11403751:BTCUSD | 11403751:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.67 | -0.20 | - |
| 2025 | 16.76 | 7.24 | 0.43 | - |
| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.05% | 31.46% |
| 6M | 4.78% | 12.77% |
| YTD | 7.24% | 16.76% |
| 1Y | -0.99% | 56.84% |
| 3Y (ann.) | -0.97% | 59.12% |
| 5Y (ann.) | -0.97% | 59.12% |
| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| Max Drawdown | -11.88% | -29.51% |
| Longest DD Days | 344.0 | 144.0 |
| Avg. Drawdown | -11.88% | -4.82% |
| Avg. Drawdown Days | 344.0 | 14.0 |
| Recovery Factor | -0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-06-11 | -11.88 | 344 |
| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 4.96% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 4.96% | 37.42% |
| Worst Month | -7.4% | -17.69% |
| Best Year | 7.24% | 38.02% |
| Worst Year | -7.67% | 16.76% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.78% | -0.97% |
| Avg. Up Week | 1.52% | 5.73% |
| Avg. Down Week | -2.79% | -3.84% |
| Avg. Up Month | 1.69% | 16.18% |
| Avg. Down Month | -1.41% | -5.98% |
| Win Days % | 47.62% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |