| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.59% | 61.52% |
| Max Drawdown | -11.32% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.07 | 0.86 |
| Payoff Ratio | 0.91 | 0.91 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 89.4 | 2.64 |
| Outlier Loss Ratio | 3.38 | 2.64 |
| Volatility (ann.) | 4.95% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.14 | 2.02 |
| Skew | -1.21 | 0.21 |
| Kurtosis | 75.77 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.76% |
| Expected Yearly % | -0.8% | 27.09% |
| Kelly Criterion | -5.1% | -0.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11388387:BTCUSD | 11388387:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.32 | -0.11 | - |
| 2025 | 17.02 | 2.85 | 0.17 | - |
| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.34% | 31.76% |
| 6M | 2.85% | 12.25% |
| YTD | 2.85% | 17.02% |
| 1Y | -1.59% | 57.19% |
| 3Y (ann.) | -1.55% | 59.47% |
| 5Y (ann.) | -1.55% | 59.47% |
| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| Max Drawdown | -11.32% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -6.05% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -11.32 | 330 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 3.4% | 18.93% |
| Worst Week | -7.55% | -12.33% |
| Best Month | 3.21% | 37.42% |
| Worst Month | -7.55% | -17.69% |
| Best Year | 2.85% | 38.02% |
| Worst Year | -4.32% | 17.02% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 2.34% | 6.85% |
| Avg. Down Week | -5.06% | -5.24% |
| Avg. Up Month | 1.66% | 7.76% |
| Avg. Down Month | -7.55% | -8.73% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |