| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 7.9% | 61.16% |
| Max Drawdown | -7.7% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.8 | 0.85 |
| Payoff Ratio | 1.19 | 0.95 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.91 | 0.54 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 129.04 | 2.42 |
| Outlier Loss Ratio | 3.62 | 2.22 |
| Volatility (ann.) | 4.18% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.0 | 2.0 |
| Skew | 4.83 | 0.21 |
| Kurtosis | 199.39 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.74% |
| Expected Yearly % | 3.88% | 26.95% |
| Kelly Criterion | 10.99% | 1.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11403815:BTCUSD | 11403815:btcusd:triple_med_gx:lsma160_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.66 | 0.10 | - |
| 2025 | 16.76 | 4.10 | 0.24 | - |
| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.86% | 31.46% |
| 6M | 4.1% | 12.77% |
| YTD | 4.1% | 16.76% |
| 1Y | 5.33% | 56.84% |
| 3Y (ann.) | 7.69% | 59.12% |
| 5Y (ann.) | 7.69% | 59.12% |
| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| Max Drawdown | -7.7% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -1.63% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-05 | 2025-02-03 | -7.70 | 151 |
| 2025-05-10 | 2025-06-11 | -2.42 | 31 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-08-03 | 2024-08-03 | -0.18 | 0 |
| 2024-09-04 | 2024-09-04 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 5.0% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 5.91% | 37.42% |
| Worst Month | -4.24% | -17.69% |
| Best Year | 4.1% | 38.02% |
| Worst Year | 3.66% | 16.76% |
| Avg. Up Day | 0.74% | 0.77% |
| Avg. Down Day | -0.62% | -0.82% |
| Avg. Up Week | 1.92% | 10.99% |
| Avg. Down Week | -2.4% | -7.18% |
| Avg. Up Month | 5.91% | 37.42% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.56% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |