| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -5.32% | 61.16% |
| Max Drawdown | -9.77% | -29.51% |
| Sharpe | -0.39 | 0.59 |
| Sortino | -0.47 | 0.85 |
| Payoff Ratio | 0.69 | 0.68 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.24 | 0.39 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 243.46 | 2.29 |
| Outlier Loss Ratio | 2.94 | 2.2 |
| Volatility (ann.) | 3.25% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.53 | 2.0 |
| Skew | -8.53 | 0.21 |
| Kurtosis | 269.28 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.42% | 3.74% |
| Expected Yearly % | -2.7% | 26.95% |
| Kelly Criterion | -24.98% | -18.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.13% |
| Expected Shortfall (cVaR) | -0.28% | -2.13% |
| Year | 11392918:BTCUSD | 11392918:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.91 | -0.16 | - |
| 2025 | 16.76 | 0.63 | 0.04 | - |
| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.82% | 31.46% |
| 6M | 0.63% | 12.77% |
| YTD | 0.63% | 16.76% |
| 1Y | -5.32% | 56.84% |
| 3Y (ann.) | -5.18% | 59.12% |
| 5Y (ann.) | -5.18% | 59.12% |
| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| Max Drawdown | -9.77% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -4.98% | -4.82% |
| Avg. Drawdown Days | 165.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -9.77 | 330 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| Best Day | 2.53% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 2.5% | 18.93% |
| Worst Week | -6.48% | -12.33% |
| Best Month | 2.5% | 37.42% |
| Worst Month | -6.48% | -17.69% |
| Best Year | 0.63% | 38.02% |
| Worst Year | -5.91% | 16.76% |
| Avg. Up Day | 0.47% | 0.51% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 1.26% | 7.46% |
| Avg. Down Week | -4.17% | -5.24% |
| Avg. Up Month | 1.57% | 6.4% |
| Avg. Down Month | -4.15% | -5.41% |
| Win Days % | 49.06% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 50.0% | 100.0% |