| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.66% | 61.52% |
| Max Drawdown | -15.43% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.38 | 0.86 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 76.44 | 2.7 |
| Outlier Loss Ratio | 2.43 | 2.42 |
| Volatility (ann.) | 6.6% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.42 | 2.02 |
| Skew | -1.96 | 0.21 |
| Kurtosis | 96.22 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.76% |
| Expected Yearly % | 3.28% | 27.09% |
| Kelly Criterion | 2.58% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11391140:BTCUSD | 11391140:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.36 | 0.17 | - |
| 2025 | 17.02 | 0.28 | 0.02 | - |
| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.73% | 31.76% |
| 6M | 0.28% | 12.25% |
| YTD | 0.28% | 17.02% |
| 1Y | 6.66% | 57.19% |
| 3Y (ann.) | 6.48% | 59.47% |
| 5Y (ann.) | 6.48% | 59.47% |
| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| Max Drawdown | -15.43% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.43 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -15.43 | 146 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2024-09-20 | 2024-10-24 | -3.27 | 34 |
| 2024-08-25 | 2024-09-20 | -0.80 | 26 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2025-01-12 | 2025-01-12 | -0.18 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -13.65% | -12.33% |
| Best Month | 10.16% | 37.42% |
| Worst Month | -13.83% | -17.69% |
| Best Year | 6.36% | 38.02% |
| Worst Year | 0.28% | 17.02% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.98% | -1.04% |
| Avg. Up Week | 3.62% | 6.58% |
| Avg. Down Week | -4.78% | -8.61% |
| Avg. Up Month | 4.18% | 10.51% |
| Avg. Down Month | -13.83% | -17.69% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |