| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -10.01% | 61.16% |
| Max Drawdown | -14.54% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.68 | 0.85 |
| Payoff Ratio | 1.04 | 0.99 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 158.78 | 2.4 |
| Outlier Loss Ratio | 2.33 | 2.34 |
| Volatility (ann.) | 4.66% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.67 | 2.0 |
| Skew | -0.66 | 0.21 |
| Kurtosis | 122.21 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.81% | 3.74% |
| Expected Yearly % | -5.14% | 26.95% |
| Kelly Criterion | -23.4% | 3.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11396993:BTCUSD | 11396993:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.52 | -0.28 | - |
| 2025 | 16.76 | 0.58 | 0.03 | - |
| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.33% | 31.46% |
| 6M | 0.98% | 12.77% |
| YTD | 0.58% | 16.76% |
| 1Y | -10.01% | 56.84% |
| 3Y (ann.) | -9.75% | 59.12% |
| 5Y (ann.) | -9.75% | 59.12% |
| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| Max Drawdown | -14.54% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -14.54% | -4.82% |
| Avg. Drawdown Days | 339.0 | 14.0 |
| Recovery Factor | -0.69 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -14.54 | 339 |
| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 5.03% | 18.93% |
| Worst Week | -7.52% | -12.33% |
| Best Month | 4.53% | 37.42% |
| Worst Month | -7.52% | -17.69% |
| Best Year | 0.58% | 38.02% |
| Worst Year | -10.52% | 16.76% |
| Avg. Up Day | 0.98% | 1.02% |
| Avg. Down Day | -0.94% | -1.03% |
| Avg. Up Week | 5.03% | 6.24% |
| Avg. Down Week | -2.52% | -4.85% |
| Avg. Up Month | 2.32% | 9.23% |
| Avg. Down Month | -6.43% | -8.73% |
| Win Days % | 37.04% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |