| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -3.23% | 61.52% |
| Max Drawdown | -9.3% | -29.51% |
| Sharpe | -0.19 | 0.59 |
| Sortino | -0.25 | 0.86 |
| Payoff Ratio | 0.84 | 0.83 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.35 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 157.41 | 2.32 |
| Outlier Loss Ratio | 3.21 | 2.33 |
| Volatility (ann.) | 3.82% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.34 | 2.02 |
| Skew | -2.85 | 0.21 |
| Kurtosis | 182.53 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.25% | 3.76% |
| Expected Yearly % | -1.63% | 27.09% |
| Kelly Criterion | -12.72% | -5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11391365:BTCUSD | 11391365:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.14 | -0.11 | - |
| 2025 | 17.02 | 0.95 | 0.06 | - |
| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.38% | 31.76% |
| 6M | 0.95% | 12.25% |
| YTD | 0.95% | 17.02% |
| 1Y | -3.23% | 57.19% |
| 3Y (ann.) | -3.14% | 59.47% |
| 5Y (ann.) | -3.14% | 59.47% |
| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| Max Drawdown | -9.3% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -4.74% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -9.30 | 330 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 1.89% | 18.93% |
| Worst Week | -6.92% | -12.33% |
| Best Month | 1.74% | 37.42% |
| Worst Month | -6.92% | -17.69% |
| Best Year | 0.95% | 38.02% |
| Worst Year | -4.14% | 17.02% |
| Avg. Up Day | 0.58% | 0.61% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 1.12% | 6.85% |
| Avg. Down Week | -4.09% | -5.24% |
| Avg. Up Month | 1.08% | 7.76% |
| Avg. Down Month | -3.65% | -5.41% |
| Win Days % | 48.53% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |