| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.14% | 75.42% |
| Max Drawdown | -4.55% | -29.51% |
| Sharpe | 0.03 | 0.63 |
| Sortino | 0.04 | 0.92 |
| Payoff Ratio | 1.56 | 1.08 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 209.37 | 2.22 |
| Outlier Loss Ratio | 3.91 | 2.23 |
| Volatility (ann.) | 3.15% | 24.55% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.03 | 2.19 |
| Skew | 8.59 | 0.2 |
| Kurtosis | 283.11 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 4.1% |
| Expected Yearly % | 0.07% | 32.45% |
| Kelly Criterion | -4.7% | 7.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.07% |
| Expected Shortfall (cVaR) | -0.27% | -2.07% |
| Year | 11395370:BTCUSD | 11395370:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.24 | -0.09 | - |
| 2025 | 27.10 | 3.50 | 0.13 | - |
| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.61% | 41.88% |
| 6M | 3.5% | 22.91% |
| YTD | 3.5% | 27.1% |
| 1Y | 0.21% | 82.29% |
| 3Y (ann.) | 0.13% | 64.73% |
| 5Y (ann.) | 0.13% | 64.73% |
| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| Max Drawdown | -4.55% | -29.51% |
| Longest DD Days | 287.0 | 144.0 |
| Avg. Drawdown | -1.97% | -4.71% |
| Avg. Drawdown Days | 94.0 | 14.0 |
| Recovery Factor | 0.03 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-02 | 2025-07-17 | -4.55 | 287 |
| 2024-08-01 | 2024-08-01 | -2.31 | 0 |
| 2024-08-30 | 2024-10-02 | -0.78 | 32 |
| 2024-06-03 | 2024-08-01 | -0.25 | 59 |
| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -2.31% | -9.32% |
| Best Week | 3.54% | 18.93% |
| Worst Week | -1.4% | -12.33% |
| Best Month | 4.12% | 37.42% |
| Worst Month | -1.4% | -17.69% |
| Best Year | 3.5% | 38.02% |
| Worst Year | -3.24% | 27.1% |
| Avg. Up Day | 0.87% | 0.93% |
| Avg. Down Day | -0.55% | -0.86% |
| Avg. Up Week | 0.46% | 1.52% |
| Avg. Down Week | -0.87% | -4.42% |
| Avg. Up Month | 0.82% | 2.42% |
| Avg. Down Month | -0.73% | -5.29% |
| Win Days % | 36.17% | 51.89% |
| Win Month % | 40.0% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |