| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.72% | 61.52% |
| Max Drawdown | -21.0% | -29.51% |
| Sharpe | 0.0 | 0.59 |
| Sortino | 0.0 | 0.86 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.97 | 0.97 |
| Outlier Win Ratio | 42.62 | 3.04 |
| Outlier Loss Ratio | 3.22 | 3.1 |
| Volatility (ann.) | 9.45% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.08 | 2.02 |
| Skew | -0.68 | 0.21 |
| Kurtosis | 46.75 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.86% | 27.09% |
| Kelly Criterion | -6.04% | 3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11387988:BTCUSD | 11387988:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.39 | -0.09 | - |
| 2025 | 17.02 | 1.73 | 0.10 | - |
| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.41% | 31.76% |
| 6M | -7.68% | 12.25% |
| YTD | 1.73% | 17.02% |
| 1Y | -3.57% | 57.19% |
| 3Y (ann.) | -1.67% | 59.47% |
| 5Y (ann.) | -1.67% | 59.47% |
| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| Max Drawdown | -21.0% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.26% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.08 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.00 | 211 |
| 2024-07-03 | 2024-11-11 | -9.48 | 131 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 9.13% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -9.26% | -17.69% |
| Best Year | 1.73% | 38.02% |
| Worst Year | -3.39% | 17.02% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.95% | -1.0% |
| Avg. Up Week | 3.72% | 7.55% |
| Avg. Down Week | -3.37% | -5.21% |
| Avg. Up Month | 5.69% | 17.5% |
| Avg. Down Month | -4.17% | -7.67% |
| Win Days % | 46.15% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 43.48% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |