| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -1.25% | 75.42% |
| Max Drawdown | -14.51% | -29.51% |
| Sharpe | -0.02 | 0.63 |
| Sortino | -0.02 | 0.92 |
| Payoff Ratio | 0.9 | 0.83 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.43 | 0.48 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 94.79 | 2.66 |
| Outlier Loss Ratio | 2.39 | 2.47 |
| Volatility (ann.) | 5.94% | 24.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.08 | 2.19 |
| Skew | -3.74 | 0.2 |
| Kurtosis | 116.05 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.09% | 4.1% |
| Expected Yearly % | -0.63% | 32.45% |
| Kelly Criterion | -9.17% | -5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.07% |
| Expected Shortfall (cVaR) | -0.51% | -2.07% |
| Year | 11391169:BTCUSD | 11391169:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.88 | 0.05 | - |
| 2025 | 27.10 | -3.07 | -0.11 | - |
| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.43% | 41.88% |
| 6M | -4.35% | 22.91% |
| YTD | -3.07% | 27.1% |
| 1Y | -1.19% | 82.29% |
| 3Y (ann.) | -1.11% | 64.73% |
| 5Y (ann.) | -1.11% | 64.73% |
| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| Max Drawdown | -14.51% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.71% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.09 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -14.51 | 182 |
| 2024-10-25 | 2025-01-14 | -5.54 | 81 |
| 2024-09-20 | 2024-10-24 | -3.54 | 34 |
| 2024-08-25 | 2024-09-20 | -0.44 | 26 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-07-13 | 2024-08-23 | -0.24 | 41 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.43% | 18.93% |
| Worst Week | -12.41% | -12.33% |
| Best Month | 6.43% | 37.42% |
| Worst Month | -12.41% | -17.69% |
| Best Year | 1.88% | 38.02% |
| Worst Year | -3.07% | 27.1% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -1.02% | -1.12% |
| Avg. Up Week | 2.53% | 7.87% |
| Avg. Down Week | -4.19% | -7.61% |
| Avg. Up Month | 3.72% | 10.39% |
| Avg. Down Month | -6.27% | -9.89% |
| Win Days % | 48.28% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |