| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 0.32% | 61.16% |
| Max Drawdown | -27.54% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 14.71 | 3.54 |
| Outlier Loss Ratio | 3.81 | 3.67 |
| Volatility (ann.) | 15.89% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.01 | 2.0 |
| Skew | -0.54 | 0.21 |
| Kurtosis | 25.86 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.02% | 3.74% |
| Expected Yearly % | 0.16% | 26.95% |
| Kelly Criterion | -0.28% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11397258:BTCUSD | 11397258:btcusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.75 | -0.20 | - |
| 2025 | 16.76 | 8.74 | 0.52 | - |
| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.92% | 31.46% |
| 6M | 7.62% | 12.77% |
| YTD | 8.74% | 16.76% |
| 1Y | 2.79% | 56.84% |
| 3Y (ann.) | 0.31% | 59.12% |
| 5Y (ann.) | 0.31% | 59.12% |
| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| Max Drawdown | -27.54% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -12.09% | -4.82% |
| Avg. Drawdown Days | 121.0 | 14.0 |
| Recovery Factor | 0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -27.54 | 345 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2024-06-01 | 2024-06-07 | -0.61 | 5 |
| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 9.24% | 37.42% |
| Worst Month | -12.86% | -17.69% |
| Best Year | 8.74% | 38.02% |
| Worst Year | -7.75% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.78% | 4.84% |
| Avg. Down Week | -3.73% | -3.7% |
| Avg. Up Month | 5.27% | 13.54% |
| Avg. Down Month | -6.54% | -7.82% |
| Win Days % | 49.32% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |