| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.84% | 61.16% |
| Max Drawdown | -1.46% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.65 | 1.38 |
| Profit Factor | 1.45 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.89 | 0.79 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 300.03 | 2.14 |
| Outlier Loss Ratio | 6.46 | 2.17 |
| Volatility (ann.) | 2.12% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.9 | 2.0 |
| Skew | 14.21 | 0.21 |
| Kurtosis | 373.99 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.74% |
| Expected Yearly % | 1.41% | 26.95% |
| Kelly Criterion | -1.01% | 17.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.13% |
| Expected Shortfall (cVaR) | -0.18% | -2.13% |
| Year | 11397975:BTCUSD | 11397975:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.39 | 0.01 | - |
| 2025 | 16.76 | 2.44 | 0.15 | - |
| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.16% | 31.46% |
| 6M | 3.32% | 12.77% |
| YTD | 2.44% | 16.76% |
| 1Y | 3.09% | 56.84% |
| 3Y (ann.) | 2.76% | 59.12% |
| 5Y (ann.) | 2.76% | 59.12% |
| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| Max Drawdown | -1.46% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -0.95% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 1.95 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-01-03 | -1.46 | 145 |
| 2025-03-30 | 2025-06-11 | -1.39 | 73 |
| 2025-02-14 | 2025-03-05 | -1.33 | 18 |
| 2025-01-10 | 2025-02-14 | -0.92 | 34 |
| 2024-06-08 | 2024-07-01 | -0.43 | 23 |
| 2025-03-14 | 2025-03-15 | -0.18 | 0 |
| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -1.09% | -9.32% |
| Best Week | 2.72% | 18.93% |
| Worst Week | -1.21% | -12.33% |
| Best Month | 1.48% | 37.42% |
| Worst Month | -1.03% | -17.69% |
| Best Year | 2.44% | 38.02% |
| Worst Year | 0.39% | 16.76% |
| Avg. Up Day | 0.72% | 0.84% |
| Avg. Down Day | -0.44% | -0.61% |
| Avg. Up Week | 0.76% | 2.92% |
| Avg. Down Week | -0.48% | -2.81% |
| Avg. Up Month | 0.44% | 9.45% |
| Avg. Down Month | -0.73% | -8.04% |
| Win Days % | 37.14% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |