| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.92% | 61.16% |
| Max Drawdown | -8.73% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.11 | 0.85 |
| Payoff Ratio | 0.87 | 0.8 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.46 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 203.76 | 2.33 |
| Outlier Loss Ratio | 3.28 | 2.17 |
| Volatility (ann.) | 3.16% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.1 | 2.0 |
| Skew | -9.65 | 0.21 |
| Kurtosis | 282.36 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.07% | 3.74% |
| Expected Yearly % | 0.46% | 26.95% |
| Kelly Criterion | 0.95% | -8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11394506:BTCUSD | 11394506:btcusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.32 | -0.14 | - |
| 2025 | 16.76 | 6.59 | 0.39 | - |
| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | 6.59% | 12.77% |
| YTD | 6.59% | 16.76% |
| 1Y | 0.92% | 56.84% |
| 3Y (ann.) | 0.9% | 59.12% |
| 5Y (ann.) | 0.9% | 59.12% |
| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| Max Drawdown | -8.73% | -29.51% |
| Longest DD Days | 251.0 | 144.0 |
| Avg. Drawdown | -8.73% | -4.82% |
| Avg. Drawdown Days | 251.0 | 14.0 |
| Recovery Factor | 0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-15 | 2025-03-23 | -8.73 | 251 |
| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| Best Day | 1.91% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 4.4% | 18.93% |
| Worst Week | -5.92% | -12.33% |
| Best Month | 4.4% | 37.42% |
| Worst Month | -5.92% | -17.69% |
| Best Year | 6.59% | 38.02% |
| Worst Year | -5.32% | 16.76% |
| Avg. Up Day | 0.53% | 0.56% |
| Avg. Down Day | -0.61% | -0.7% |
| Avg. Up Week | 2.29% | 4.69% |
| Avg. Down Week | -5.92% | -7.76% |
| Avg. Up Month | 2.31% | 9.31% |
| Avg. Down Month | -5.92% | -8.73% |
| Win Days % | 53.85% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |