| Metric | 11397644:btcusd:triple_med_gx:lsma125_120 | 11397644:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -3.42% | 61.16% |
| Max Drawdown | -3.42% | -29.51% |
| Sharpe | -0.52 | 0.59 |
| Sortino | -0.62 | 0.85 |
| Payoff Ratio | 0.74 | 0.98 |
| Profit Factor | 0.52 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.13 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 763.02 | 2.14 |
| Outlier Loss Ratio | 3.8 | 2.07 |
| Volatility (ann.) | 1.6% | 25.19% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.97 | 2.0 |
| Skew | -10.37 | 0.21 |
| Kurtosis | 381.36 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.27% | 3.74% |
| Expected Yearly % | -1.73% | 26.95% |
| Kelly Criterion | -53.21% | 2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -2.13% |
| Expected Shortfall (cVaR) | -0.14% | -2.13% |
| Year | 11397644:BTCUSD | 11397644:btcusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.78 | -0.07 | - |
| 2025 | 16.76 | -0.66 | -0.04 | - |
| Metric | 11397644:btcusd:triple_med_gx:lsma125_120 | 11397644:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.92% | 31.46% |
| 6M | -0.66% | 12.77% |
| YTD | -0.66% | 16.76% |
| 1Y | -3.42% | 56.84% |
| 3Y (ann.) | -3.33% | 59.12% |
| 5Y (ann.) | -3.33% | 59.12% |
| Metric | 11397644:btcusd:triple_med_gx:lsma125_120 | 11397644:BTCUSD |
|---|---|---|
| Max Drawdown | -3.42% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.82% |
| Avg. Drawdown Days | 289.0 | 14.0 |
| Recovery Factor | -1.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-06-11 | -3.42 | 289 |
| Metric | 11397644:btcusd:triple_med_gx:lsma125_120 | 11397644:BTCUSD |
|---|---|---|
| Best Day | 1.16% | 9.33% |
| Worst Day | -2.21% | -9.32% |
| Best Week | 1.12% | 18.93% |
| Worst Week | -1.76% | -12.33% |
| Best Month | 1.12% | 37.42% |
| Worst Month | -1.76% | -17.69% |
| Best Year | -0.66% | 38.02% |
| Worst Year | -2.78% | 16.76% |
| Avg. Up Day | 0.46% | 0.53% |
| Avg. Down Day | -0.62% | -0.54% |
| Avg. Up Week | 1.12% | 9.93% |
| Avg. Down Week | -1.31% | -6.75% |
| Avg. Up Month | 1.12% | 9.7% |
| Avg. Down Month | -0.99% | -9.5% |
| Win Days % | 34.78% | 51.86% |
| Win Month % | 14.29% | 61.54% |
| Win Week % | 14.29% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |