| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.38% | 61.52% |
| Max Drawdown | -18.19% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.25 | 0.86 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 69.76 | 2.9 |
| Outlier Loss Ratio | 2.66 | 2.71 |
| Volatility (ann.) | 7.12% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.23 | 2.02 |
| Skew | -2.05 | 0.21 |
| Kurtosis | 78.87 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 3.76% |
| Expected Yearly % | 2.16% | 27.09% |
| Kelly Criterion | -0.49% | 2.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11389660:BTCUSD | 11389660:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.07 | 0.16 | - |
| 2025 | 17.02 | -1.60 | -0.09 | - |
| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.62% | 31.76% |
| 6M | -1.6% | 12.25% |
| YTD | -1.6% | 17.02% |
| 1Y | 4.38% | 57.19% |
| 3Y (ann.) | 4.26% | 59.47% |
| 5Y (ann.) | 4.26% | 59.47% |
| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -18.19 | 146 |
| 2024-09-20 | 2025-01-14 | -5.29 | 116 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-13 | 2024-08-23 | -0.45 | 41 |
| 2024-08-25 | 2024-09-19 | -0.44 | 25 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 9.51% | 18.93% |
| Worst Week | -16.95% | -12.33% |
| Best Month | 9.51% | 37.42% |
| Worst Month | -16.95% | -17.69% |
| Best Year | 6.07% | 38.02% |
| Worst Year | -1.6% | 17.02% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -1.0% | -1.04% |
| Avg. Up Week | 4.13% | 6.58% |
| Avg. Down Week | -6.03% | -7.61% |
| Avg. Up Month | 5.62% | 10.39% |
| Avg. Down Month | -16.95% | -17.69% |
| Win Days % | 49.53% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |