| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 2.82% | 61.16% |
| Max Drawdown | -12.98% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 123.72 | 2.44 |
| Outlier Loss Ratio | 3.23 | 2.31 |
| Volatility (ann.) | 4.2% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.21 | 2.0 |
| Skew | -2.05 | 0.21 |
| Kurtosis | 130.35 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.21% | 3.74% |
| Expected Yearly % | 1.4% | 26.95% |
| Kelly Criterion | 1.01% | 3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11392884:BTCUSD | 11392884:btcusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.26 | -0.19 | - |
| 2025 | 16.76 | 10.88 | 0.65 | - |
| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.32% | 31.46% |
| 6M | 10.88% | 12.77% |
| YTD | 10.88% | 16.76% |
| 1Y | 2.82% | 56.84% |
| 3Y (ann.) | 2.75% | 59.12% |
| 5Y (ann.) | 2.75% | 59.12% |
| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| Max Drawdown | -12.98% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -6.58% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | 0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -12.98 | 330 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| Best Day | 2.6% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -9.04% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -9.04% | -17.69% |
| Best Year | 10.88% | 38.02% |
| Worst Year | -7.26% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.55% | 7.68% |
| Avg. Down Week | -5.77% | -5.24% |
| Avg. Up Month | 2.36% | 9.03% |
| Avg. Down Month | -9.04% | -8.73% |
| Win Days % | 49.3% | 51.86% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |