| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 10.26% | 61.52% |
| Max Drawdown | -7.82% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.64 | 0.86 |
| Payoff Ratio | 1.17 | 1.18 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 59.53 | 2.87 |
| Outlier Loss Ratio | 3.53 | 2.71 |
| Volatility (ann.) | 6.55% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.28 | 2.02 |
| Skew | 2.15 | 0.21 |
| Kurtosis | 55.86 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.76% |
| Expected Yearly % | 5.01% | 27.09% |
| Kelly Criterion | 6.56% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11384177:BTCUSD | 11384177:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.76 | 0.23 | - |
| 2025 | 17.02 | 1.39 | 0.08 | - |
| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.1% | 31.76% |
| 6M | 1.39% | 12.25% |
| YTD | 1.39% | 17.02% |
| 1Y | 10.26% | 57.19% |
| 3Y (ann.) | 9.98% | 59.47% |
| 5Y (ann.) | 9.98% | 59.47% |
| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| Max Drawdown | -7.82% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.31 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -7.82 | 142 |
| 2025-03-20 | 2025-06-11 | -5.80 | 83 |
| 2025-03-15 | 2025-03-19 | -3.71 | 4 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 7.51% | 37.42% |
| Worst Month | -2.94% | -17.69% |
| Best Year | 8.76% | 38.02% |
| Worst Year | 1.39% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.7% | -0.7% |
| Avg. Up Week | 3.73% | 8.42% |
| Avg. Down Week | -5.07% | -5.24% |
| Avg. Up Month | 4.68% | 8.57% |
| Avg. Down Month | -1.51% | -5.41% |
| Win Days % | 49.66% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |