| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 17.11% | 61.16% |
| Max Drawdown | -7.27% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.13 | 0.85 |
| Payoff Ratio | 1.36 | 1.13 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.06 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 75.44 | 2.7 |
| Outlier Loss Ratio | 2.98 | 2.36 |
| Volatility (ann.) | 6.11% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.29 | 2.0 |
| Skew | 3.44 | 0.21 |
| Kurtosis | 95.2 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 3.74% |
| Expected Yearly % | 8.22% | 26.95% |
| Kelly Criterion | 13.35% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11400880:BTCUSD | 11400880:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.55 | 0.22 | - |
| 2025 | 16.76 | 7.88 | 0.47 | - |
| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 2.46% | 31.46% |
| 6M | 6.37% | 12.77% |
| YTD | 7.88% | 16.76% |
| 1Y | 17.42% | 56.84% |
| 3Y (ann.) | 16.62% | 59.12% |
| 5Y (ann.) | 16.62% | 59.12% |
| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| Max Drawdown | -7.27% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 2.35 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-11 | -7.27 | 153 |
| 2024-12-27 | 2025-02-28 | -4.23 | 63 |
| 2025-05-19 | 2025-06-11 | -3.64 | 23 |
| 2025-03-07 | 2025-05-18 | -3.58 | 72 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-12 | 2024-12-04 | -0.69 | 22 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-12-27 | 2024-12-27 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.18 | 0 |
| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 8.55% | 38.02% |
| Worst Year | 7.88% | 16.76% |
| Avg. Up Day | 1.07% | 1.1% |
| Avg. Down Day | -0.79% | -0.98% |
| Avg. Up Week | 3.29% | 5.6% |
| Avg. Down Week | -2.64% | -5.25% |
| Avg. Up Month | 8.88% | 25.77% |
| Avg. Down Month | -4.27% | -7.35% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |