| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 2.11% | 75.42% |
| Max Drawdown | -10.93% | -29.51% |
| Sharpe | 0.13 | 0.63 |
| Sortino | 0.18 | 0.92 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 162.14 | 2.28 |
| Outlier Loss Ratio | 3.18 | 2.23 |
| Volatility (ann.) | 4.33% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.17 | 2.19 |
| Skew | -4.57 | 0.2 |
| Kurtosis | 325.23 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 4.1% |
| Expected Yearly % | 1.05% | 32.45% |
| Kelly Criterion | -8.69% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.07% |
| Expected Shortfall (cVaR) | -0.37% | -2.07% |
| Year | 11394310:BTCUSD | 11394310:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.46 | 0.04 | - |
| 2025 | 27.10 | 0.63 | 0.02 | - |
| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.38% | 41.88% |
| 6M | 0.78% | 22.91% |
| YTD | 0.63% | 27.1% |
| 1Y | 2.11% | 82.29% |
| 3Y (ann.) | 1.87% | 64.73% |
| 5Y (ann.) | 1.87% | 64.73% |
| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| Max Drawdown | -10.93% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.26% | -4.71% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.19 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -10.93 | 182 |
| 2024-10-25 | 2025-01-15 | -1.05 | 82 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2024-08-24 | 2024-09-21 | -0.46 | 28 |
| 2024-10-23 | 2024-10-24 | -0.18 | 0 |
| 2024-10-24 | 2024-10-24 | -0.11 | 0 |
| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 5.42% | 18.93% |
| Worst Week | -3.85% | -12.33% |
| Best Month | 5.42% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | 1.46% | 38.02% |
| Worst Year | 0.63% | 27.1% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 2.8% | 8.71% |
| Avg. Down Week | -2.0% | -8.61% |
| Avg. Up Month | 2.42% | 10.51% |
| Avg. Down Month | -2.09% | -9.5% |
| Win Days % | 43.14% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |