| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -12.08% | 61.16% |
| Max Drawdown | -18.36% | -29.51% |
| Sharpe | -0.55 | 0.59 |
| Sortino | -0.67 | 0.85 |
| Payoff Ratio | 0.86 | 0.84 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.25 | 0.48 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 104.52 | 2.59 |
| Outlier Loss Ratio | 3.13 | 2.55 |
| Volatility (ann.) | 5.46% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.64 | 2.0 |
| Skew | -4.4 | 0.21 |
| Kurtosis | 82.06 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.99% | 3.74% |
| Expected Yearly % | -6.23% | 26.95% |
| Kelly Criterion | -27.34% | -5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11402976:BTCUSD | 11402976:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.02 | -0.13 | - |
| 2025 | 16.76 | -7.43 | -0.44 | - |
| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | -3.15% | 31.46% |
| 6M | -7.51% | 12.77% |
| YTD | -7.43% | 16.76% |
| 1Y | -12.08% | 56.84% |
| 3Y (ann.) | -11.78% | 59.12% |
| 5Y (ann.) | -11.78% | 59.12% |
| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -9.27% | -4.82% |
| Avg. Drawdown Days | 172.0 | 14.0 |
| Recovery Factor | -0.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -18.36 | 345 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 3.36% | 18.93% |
| Worst Week | -5.95% | -12.33% |
| Best Month | 3.36% | 37.42% |
| Worst Month | -5.15% | -17.69% |
| Best Year | -5.02% | 38.02% |
| Worst Year | -7.43% | 16.76% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 1.83% | 5.58% |
| Avg. Down Week | -1.91% | -2.81% |
| Avg. Up Month | 2.34% | 8.72% |
| Avg. Down Month | -2.83% | -7.93% |
| Win Days % | 40.95% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 27.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |