| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -25.45% | 75.42% |
| Max Drawdown | -28.3% | -29.51% |
| Sharpe | -0.92 | 0.63 |
| Sortino | -1.1 | 0.92 |
| Payoff Ratio | 0.77 | 0.76 |
| Profit Factor | 0.65 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.21 | 0.43 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 69.57 | 2.77 |
| Outlier Loss Ratio | 3.31 | 2.9 |
| Volatility (ann.) | 6.8% | 24.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.81 | 2.19 |
| Skew | -4.02 | 0.2 |
| Kurtosis | 57.85 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.08% | 4.1% |
| Expected Yearly % | -13.66% | 32.45% |
| Kelly Criterion | -32.96% | -11.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11385596:BTCUSD | 11385596:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.47 | -0.20 | - |
| 2025 | 27.10 | -19.43 | -0.72 | - |
| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| MTD | 2.06% | 10.71% |
| 3M | 0.36% | 41.88% |
| 6M | -14.95% | 22.91% |
| YTD | -19.43% | 27.1% |
| 1Y | -25.45% | 82.29% |
| 3Y (ann.) | -22.96% | 64.73% |
| 5Y (ann.) | -22.96% | 64.73% |
| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -29.51% |
| Longest DD Days | 352.0 | 144.0 |
| Avg. Drawdown | -10.82% | -4.71% |
| Avg. Drawdown Days | 119.0 | 14.0 |
| Recovery Factor | -0.9 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -28.30 | 352 |
| 2024-07-24 | 2024-07-29 | -3.78 | 4 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.75% | 18.93% |
| Worst Week | -7.24% | -12.33% |
| Best Month | 5.48% | 37.42% |
| Worst Month | -11.87% | -17.69% |
| Best Year | -7.47% | 38.02% |
| Worst Year | -19.43% | 27.1% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 2.96% | 4.79% |
| Avg. Down Week | -3.24% | -4.61% |
| Avg. Up Month | 3.77% | 24.06% |
| Avg. Down Month | -2.76% | -7.93% |
| Win Days % | 42.11% | 51.89% |
| Win Month % | 15.38% | 64.29% |
| Win Week % | 26.09% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |