| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 3.61% | 61.16% |
| Max Drawdown | -5.02% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.47 | 1.45 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.9 | 0.82 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 209.16 | 2.16 |
| Outlier Loss Ratio | 4.62 | 2.17 |
| Volatility (ann.) | 2.79% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.7 | 2.0 |
| Skew | 8.81 | 0.21 |
| Kurtosis | 239.38 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.74% |
| Expected Yearly % | 1.79% | 26.95% |
| Kelly Criterion | 6.28% | 18.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11394435:BTCUSD | 11394435:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.73 | -0.10 | - |
| 2025 | 16.76 | 7.63 | 0.46 | - |
| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.58% | 31.46% |
| 6M | 7.63% | 12.77% |
| YTD | 7.63% | 16.76% |
| 1Y | 3.61% | 56.84% |
| 3Y (ann.) | 3.52% | 59.12% |
| 5Y (ann.) | 3.52% | 59.12% |
| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| Max Drawdown | -5.02% | -29.51% |
| Longest DD Days | 239.0 | 144.0 |
| Avg. Drawdown | -1.8% | -4.82% |
| Avg. Drawdown Days | 96.0 | 14.0 |
| Recovery Factor | 0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-04-22 | -5.02 | 239 |
| 2025-04-23 | 2025-06-11 | -0.21 | 49 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 7.23% | 18.93% |
| Worst Week | -2.79% | -12.33% |
| Best Month | 7.23% | 37.42% |
| Worst Month | -2.79% | -17.69% |
| Best Year | 7.63% | 38.02% |
| Worst Year | -3.73% | 16.76% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.48% | -0.5% |
| Avg. Up Week | 1.93% | 9.14% |
| Avg. Down Week | -2.58% | -5.24% |
| Avg. Up Month | 2.26% | 8.57% |
| Avg. Down Month | -1.7% | -5.41% |
| Win Days % | 44.19% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |