| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -7.85% | 61.16% |
| Max Drawdown | -10.18% | -29.51% |
| Sharpe | -0.74 | 0.59 |
| Sortino | -0.85 | 0.85 |
| Payoff Ratio | 1.15 | 1.28 |
| Profit Factor | 0.36 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.07 | 0.73 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 619.45 | 2.14 |
| Outlier Loss Ratio | 3.47 | 2.17 |
| Volatility (ann.) | 2.64% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.75 | 2.0 |
| Skew | -12.77 | 0.21 |
| Kurtosis | 440.47 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.63% | 3.74% |
| Expected Yearly % | -4.0% | 26.95% |
| Kelly Criterion | -53.57% | 14.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.13% |
| Expected Shortfall (cVaR) | -0.23% | -2.13% |
| Year | 11397814:BTCUSD | 11397814:btcusd:triple_med_gx:lsma120_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.81 | -0.07 | - |
| 2025 | 16.76 | -5.19 | -0.31 | - |
| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.86% | 31.46% |
| 6M | -9.38% | 12.77% |
| YTD | -5.19% | 16.76% |
| 1Y | -7.85% | 56.84% |
| 3Y (ann.) | -7.65% | 59.12% |
| 5Y (ann.) | -7.65% | 59.12% |
| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| Max Drawdown | -10.18% | -29.51% |
| Longest DD Days | 302.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.82% |
| Avg. Drawdown Days | 101.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2025-06-11 | -10.18 | 302 |
| 2024-08-10 | 2024-08-12 | -0.80 | 2 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| Best Day | 2.04% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 1.36% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 1.36% | 37.42% |
| Worst Month | -4.42% | -17.69% |
| Best Year | -2.81% | 38.02% |
| Worst Year | -5.19% | 16.76% |
| Avg. Up Day | 0.9% | 1.08% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 0.46% | 12.22% |
| Avg. Down Week | -2.28% | -3.41% |
| Avg. Up Month | 0.46% | 7.35% |
| Avg. Down Month | -2.77% | -7.67% |
| Win Days % | 17.86% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |