| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -16.14% | 61.52% |
| Max Drawdown | -19.94% | -29.51% |
| Sharpe | -0.57 | 0.59 |
| Sortino | -0.73 | 0.86 |
| Payoff Ratio | 0.85 | 0.82 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.29 | 0.47 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.97 | 2.81 |
| Outlier Loss Ratio | 3.28 | 2.93 |
| Volatility (ann.) | 7.03% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.79 | 2.02 |
| Skew | -2.6 | 0.21 |
| Kurtosis | 51.37 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.34% | 3.76% |
| Expected Yearly % | -8.42% | 27.09% |
| Kelly Criterion | -21.93% | -6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11385651:BTCUSD | 11385651:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.55 | -0.04 | - |
| 2025 | 17.02 | -14.82 | -0.87 | - |
| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.16% | 31.76% |
| 6M | -16.25% | 12.25% |
| YTD | -14.82% | 17.02% |
| 1Y | -16.14% | 57.19% |
| 3Y (ann.) | -15.74% | 59.47% |
| 5Y (ann.) | -15.74% | 59.47% |
| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| Max Drawdown | -19.94% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -9.91% | -4.82% |
| Avg. Drawdown Days | 113.0 | 14.0 |
| Recovery Factor | -0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -19.94 | 200 |
| 2024-07-04 | 2024-11-21 | -9.79 | 139 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.08% | 18.93% |
| Worst Week | -7.45% | -12.33% |
| Best Month | 7.97% | 37.42% |
| Worst Month | -6.07% | -17.69% |
| Best Year | -1.55% | 38.02% |
| Worst Year | -14.82% | 17.02% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 3.4% | 5.53% |
| Avg. Down Week | -2.67% | -4.96% |
| Avg. Up Month | 3.68% | 19.81% |
| Avg. Down Month | -2.43% | -7.93% |
| Win Days % | 43.9% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |