| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.45% | 61.16% |
| Max Drawdown | -9.48% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.08 | 0.85 |
| Payoff Ratio | 1.05 | 0.91 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 129.02 | 2.41 |
| Outlier Loss Ratio | 3.05 | 2.33 |
| Volatility (ann.) | 4.34% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.15 | 2.0 |
| Skew | -0.68 | 0.21 |
| Kurtosis | 130.8 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.73% | 26.95% |
| Kelly Criterion | -10.77% | -1.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11403752:BTCUSD | 11403752:btcusd:triple_med_gx:lsma125_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.43 | -0.14 | - |
| 2025 | 16.76 | 4.21 | 0.25 | - |
| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.88% | 31.46% |
| 6M | 1.24% | 12.77% |
| YTD | 4.21% | 16.76% |
| 1Y | -1.45% | 56.84% |
| 3Y (ann.) | -1.41% | 59.12% |
| 5Y (ann.) | -1.41% | 59.12% |
| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| Max Drawdown | -9.48% | -29.51% |
| Longest DD Days | 343.0 | 144.0 |
| Avg. Drawdown | -9.48% | -4.82% |
| Avg. Drawdown Days | 343.0 | 14.0 |
| Recovery Factor | -0.15 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-06-11 | -9.48 | 343 |
| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 3.63% | 18.93% |
| Worst Week | -6.42% | -12.33% |
| Best Month | 3.63% | 37.42% |
| Worst Month | -5.63% | -17.69% |
| Best Year | 4.21% | 38.02% |
| Worst Year | -5.43% | 16.76% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.79% | -0.96% |
| Avg. Up Week | 1.39% | 4.99% |
| Avg. Down Week | -2.83% | -4.0% |
| Avg. Up Month | 1.48% | 10.87% |
| Avg. Down Month | -1.54% | -2.66% |
| Win Days % | 43.28% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |