| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 1.81% | 61.52% |
| Max Drawdown | -10.81% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 114.13 | 2.54 |
| Outlier Loss Ratio | 3.27 | 2.37 |
| Volatility (ann.) | 4.39% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.16 | 2.02 |
| Skew | -2.08 | 0.21 |
| Kurtosis | 111.61 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.14% | 3.76% |
| Expected Yearly % | 0.9% | 27.09% |
| Kelly Criterion | 0.27% | 2.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11391330:BTCUSD | 11391330:btcusd:triple_med_gx:lsma125_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.95 | -0.13 | - |
| 2025 | 17.02 | 7.11 | 0.42 | - |
| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.19% | 31.76% |
| 6M | 7.11% | 12.25% |
| YTD | 7.11% | 17.02% |
| 1Y | 1.81% | 57.19% |
| 3Y (ann.) | 1.76% | 59.47% |
| 5Y (ann.) | 1.76% | 59.47% |
| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| Max Drawdown | -10.81% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -5.5% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | 0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -10.81 | 330 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| Best Day | 2.6% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -8.53% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -8.53% | -17.69% |
| Best Year | 7.11% | 38.02% |
| Worst Year | -4.95% | 17.02% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 2.25% | 7.21% |
| Avg. Down Week | -4.89% | -5.24% |
| Avg. Up Month | 2.71% | 9.03% |
| Avg. Down Month | -5.51% | -5.41% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |