| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 4.31% | 61.52% |
| Max Drawdown | -21.09% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.24 | 0.86 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.02 | 2.98 |
| Outlier Loss Ratio | 2.8 | 2.75 |
| Volatility (ann.) | 7.4% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.2 | 2.02 |
| Skew | -1.57 | 0.21 |
| Kurtosis | 70.07 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.32% | 3.76% |
| Expected Yearly % | 2.13% | 27.09% |
| Kelly Criterion | 0.6% | 2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11388192:BTCUSD | 11388192:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.72 | 0.28 | - |
| 2025 | 17.02 | -5.79 | -0.34 | - |
| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.05% | 31.76% |
| 6M | -5.79% | 12.25% |
| YTD | -5.79% | 17.02% |
| 1Y | 4.31% | 57.19% |
| 3Y (ann.) | 4.19% | 59.47% |
| 5Y (ann.) | 4.19% | 59.47% |
| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -21.09 | 146 |
| 2024-09-20 | 2025-01-15 | -7.01 | 117 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -0.44 | 24 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| 2024-08-22 | 2024-08-22 | -0.18 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 9.38% | 18.93% |
| Worst Week | -17.37% | -12.33% |
| Best Month | 9.38% | 37.42% |
| Worst Month | -17.37% | -17.69% |
| Best Year | 10.72% | 38.02% |
| Worst Year | -5.79% | 17.02% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 4.5% | 9.09% |
| Avg. Down Week | -4.97% | -6.58% |
| Avg. Up Month | 5.12% | 8.57% |
| Avg. Down Month | -8.84% | -9.89% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |