| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 6.61% | 75.42% |
| Max Drawdown | -11.44% | -29.51% |
| Sharpe | 0.3 | 0.63 |
| Sortino | 0.42 | 0.92 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 107.48 | 2.56 |
| Outlier Loss Ratio | 2.85 | 2.31 |
| Volatility (ann.) | 5.24% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.51 | 2.19 |
| Skew | -2.34 | 0.2 |
| Kurtosis | 175.28 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.46% | 4.1% |
| Expected Yearly % | 3.25% | 32.45% |
| Kelly Criterion | 2.35% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.07% |
| Expected Shortfall (cVaR) | -0.45% | -2.07% |
| Year | 11392723:BTCUSD | 11392723:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.02 | 0.03 | - |
| 2025 | 27.10 | 5.53 | 0.20 | - |
| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.2% | 41.88% |
| 6M | 0.69% | 22.91% |
| YTD | 5.53% | 27.1% |
| 1Y | 6.61% | 82.29% |
| 3Y (ann.) | 5.85% | 64.73% |
| 5Y (ann.) | 5.85% | 64.73% |
| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| Max Drawdown | -11.44% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.71% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.58 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -11.44 | 182 |
| 2024-10-22 | 2024-10-24 | -2.76 | 1 |
| 2024-10-25 | 2025-01-13 | -1.03 | 80 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2024-09-21 | 2024-09-21 | -0.46 | 0 |
| 2024-08-25 | 2024-09-20 | -0.44 | 26 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 7.69% | 18.93% |
| Worst Week | -5.18% | -12.33% |
| Best Month | 7.69% | 37.42% |
| Worst Month | -5.44% | -17.69% |
| Best Year | 5.53% | 38.02% |
| Worst Year | 1.02% | 27.1% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.0% | 7.64% |
| Avg. Down Week | -1.87% | -8.61% |
| Avg. Up Month | 4.03% | 10.51% |
| Avg. Down Month | -2.67% | -9.5% |
| Win Days % | 47.22% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |