| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 9.15% | 61.52% |
| Max Drawdown | -4.77% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 1.13 | 0.86 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.52 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.05 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 121.94 | 2.5 |
| Outlier Loss Ratio | 4.37 | 2.31 |
| Volatility (ann.) | 3.72% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.87 | 2.02 |
| Skew | 6.3 | 0.21 |
| Kurtosis | 117.59 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 3.76% |
| Expected Yearly % | 4.48% | 27.09% |
| Kelly Criterion | 13.22% | 13.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11391295:BTCUSD | 11391295:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.10 | -0.00 | - |
| 2025 | 17.02 | 9.26 | 0.54 | - |
| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.38% | 31.76% |
| 6M | 9.26% | 12.25% |
| YTD | 9.26% | 17.02% |
| 1Y | 9.15% | 57.19% |
| 3Y (ann.) | 8.9% | 59.47% |
| 5Y (ann.) | 8.9% | 59.47% |
| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| Max Drawdown | -4.77% | -29.51% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 1.92 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-04-22 | -4.77 | 96 |
| 2024-08-25 | 2024-10-24 | -3.26 | 60 |
| 2024-10-25 | 2025-01-15 | -2.34 | 82 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| 2025-04-23 | 2025-06-11 | -0.21 | 49 |
| 2024-10-24 | 2024-10-24 | -0.11 | 0 |
| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 9.35% | 18.93% |
| Worst Week | -3.09% | -12.33% |
| Best Month | 9.35% | 37.42% |
| Worst Month | -3.09% | -17.69% |
| Best Year | 9.26% | 38.02% |
| Worst Year | -0.1% | 17.02% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.51% | -0.58% |
| Avg. Up Week | 2.31% | 8.35% |
| Avg. Down Week | -3.09% | -7.76% |
| Avg. Up Month | 3.02% | 9.03% |
| Avg. Down Month | -2.9% | -5.41% |
| Win Days % | 49.33% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |