| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 12.75% | 61.16% |
| Max Drawdown | -5.63% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 1.06 | 0.85 |
| Payoff Ratio | 1.27 | 1.06 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.0 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 93.28 | 2.55 |
| Outlier Loss Ratio | 3.05 | 2.3 |
| Volatility (ann.) | 5.16% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.2 | 2.0 |
| Skew | 5.13 | 0.21 |
| Kurtosis | 124.22 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 3.74% |
| Expected Yearly % | 6.18% | 26.95% |
| Kelly Criterion | 11.91% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11394226:BTCUSD | 11394226:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.55 | -0.04 | - |
| 2025 | 16.76 | 14.53 | 0.87 | - |
| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.57% | 31.46% |
| 6M | 14.53% | 12.77% |
| YTD | 14.53% | 16.76% |
| 1Y | 12.75% | 56.84% |
| 3Y (ann.) | 12.39% | 59.12% |
| 5Y (ann.) | 12.39% | 59.12% |
| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| Max Drawdown | -5.63% | -29.51% |
| Longest DD Days | 143.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 2.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-03-01 | -5.63 | 25 |
| 2025-03-02 | 2025-04-22 | -3.73 | 51 |
| 2025-02-02 | 2025-02-03 | -3.65 | 0 |
| 2024-08-23 | 2025-01-14 | -2.83 | 143 |
| 2025-04-23 | 2025-06-11 | -1.40 | 49 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 7.27% | 18.93% |
| Worst Week | -3.15% | -12.33% |
| Best Month | 7.27% | 37.42% |
| Worst Month | -1.49% | -17.69% |
| Best Year | 14.53% | 38.02% |
| Worst Year | -1.55% | 16.76% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.78% | -0.96% |
| Avg. Up Week | 3.84% | 7.26% |
| Avg. Down Week | -0.87% | -4.82% |
| Avg. Up Month | 4.54% | 10.39% |
| Avg. Down Month | -1.04% | -5.41% |
| Win Days % | 50.7% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |