| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -2.63% | 61.16% |
| Max Drawdown | -5.36% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.3 | 0.85 |
| Payoff Ratio | 0.65 | 0.58 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.2 | 0.33 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 559.69 | 2.14 |
| Outlier Loss Ratio | 3.08 | 2.07 |
| Volatility (ann.) | 2.31% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.48 | 2.0 |
| Skew | -23.22 | 0.21 |
| Kurtosis | 833.5 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.74% |
| Expected Yearly % | -1.32% | 26.95% |
| Kelly Criterion | -37.63% | -31.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.13% |
| Expected Shortfall (cVaR) | -0.2% | -2.13% |
| Year | 11396124:BTCUSD | 11396124:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.21 | -0.11 | - |
| 2025 | 16.76 | 1.65 | 0.10 | - |
| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.36% | 31.46% |
| 6M | 1.65% | 12.77% |
| YTD | 1.65% | 16.76% |
| 1Y | -2.63% | 56.84% |
| 3Y (ann.) | -2.56% | 59.12% |
| 5Y (ann.) | -2.56% | 59.12% |
| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| Max Drawdown | -5.36% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -5.36% | -4.82% |
| Avg. Drawdown Days | 330.0 | 14.0 |
| Recovery Factor | -0.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -5.36 | 330 |
| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| Best Day | 1.34% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 2.02% | 18.93% |
| Worst Week | -4.32% | -12.33% |
| Best Month | 2.02% | 37.42% |
| Worst Month | -4.32% | -17.69% |
| Best Year | 1.65% | 38.02% |
| Worst Year | -4.21% | 16.76% |
| Avg. Up Day | 0.46% | 0.54% |
| Avg. Down Day | -0.7% | -0.93% |
| Avg. Up Week | 1.52% | 7.15% |
| Avg. Down Week | -4.32% | -7.76% |
| Avg. Up Month | 1.52% | 10.3% |
| Avg. Down Month | -2.34% | -5.41% |
| Win Days % | 45.83% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |