| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -8.63% | 61.16% |
| Max Drawdown | -13.35% | -29.51% |
| Sharpe | -0.35 | 0.59 |
| Sortino | -0.46 | 0.85 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 109.49 | 2.6 |
| Outlier Loss Ratio | 2.86 | 2.46 |
| Volatility (ann.) | 5.74% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.63 | 2.0 |
| Skew | -3.44 | 0.21 |
| Kurtosis | 140.82 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.69% | 3.74% |
| Expected Yearly % | -4.41% | 26.95% |
| Kelly Criterion | -17.87% | 11.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11393787:BTCUSD | 11393787:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.43 | -0.09 | - |
| 2025 | 16.76 | -5.38 | -0.32 | - |
| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.94% | 31.46% |
| 6M | -8.11% | 12.77% |
| YTD | -5.38% | 16.76% |
| 1Y | -10.32% | 56.84% |
| 3Y (ann.) | -8.41% | 59.12% |
| 5Y (ann.) | -8.41% | 59.12% |
| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| Max Drawdown | -13.35% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -6.76% | -4.82% |
| Avg. Drawdown Days | 170.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -13.35 | 339 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 2.62% | 18.93% |
| Worst Week | -2.93% | -12.33% |
| Best Month | 2.62% | 37.42% |
| Worst Month | -4.48% | -17.69% |
| Best Year | -3.43% | 38.02% |
| Worst Year | -5.38% | 16.76% |
| Avg. Up Day | 1.09% | 1.12% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 1.86% | 1.16% |
| Avg. Down Week | -1.72% | -6.16% |
| Avg. Up Month | 1.43% | 37.42% |
| Avg. Down Month | -3.68% | -10.46% |
| Win Days % | 35.0% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |