| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 5.85% | 75.42% |
| Max Drawdown | -13.42% | -29.51% |
| Sharpe | 0.26 | 0.63 |
| Sortino | 0.37 | 0.92 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.55 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 103.83 | 2.57 |
| Outlier Loss Ratio | 2.54 | 2.28 |
| Volatility (ann.) | 5.31% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.39 | 2.19 |
| Skew | -3.02 | 0.2 |
| Kurtosis | 165.94 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.41% | 4.1% |
| Expected Yearly % | 2.88% | 32.45% |
| Kelly Criterion | 1.99% | 1.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.07% |
| Expected Shortfall (cVaR) | -0.45% | -2.07% |
| Year | 11394281:BTCUSD | 11394281:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.27 | 0.03 | - |
| 2025 | 27.10 | 4.52 | 0.17 | - |
| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| MTD | 2.46% | 10.71% |
| 3M | 8.47% | 41.88% |
| 6M | 2.91% | 22.91% |
| YTD | 4.52% | 27.1% |
| 1Y | 5.85% | 82.29% |
| 3Y (ann.) | 5.18% | 64.73% |
| 5Y (ann.) | 5.18% | 64.73% |
| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| Max Drawdown | -13.42% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.71% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.44 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -13.42 | 182 |
| 2024-08-25 | 2024-10-24 | -2.51 | 60 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-08-24 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.46% | 18.93% |
| Worst Week | -5.65% | -12.33% |
| Best Month | 6.46% | 37.42% |
| Worst Month | -7.39% | -17.69% |
| Best Year | 4.52% | 38.02% |
| Worst Year | 1.27% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.11% | 7.58% |
| Avg. Down Week | -2.64% | -8.61% |
| Avg. Up Month | 3.0% | 10.55% |
| Avg. Down Month | -2.7% | -9.5% |
| Win Days % | 51.32% | 51.89% |
| Win Month % | 55.56% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |