| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.6% | 75.42% |
| Max Drawdown | -12.38% | -29.51% |
| Sharpe | 0.28 | 0.63 |
| Sortino | 0.38 | 0.92 |
| Payoff Ratio | 1.04 | 0.9 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.51 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 92.07 | 2.64 |
| Outlier Loss Ratio | 2.62 | 2.34 |
| Volatility (ann.) | 5.76% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.47 | 2.19 |
| Skew | -2.87 | 0.2 |
| Kurtosis | 135.62 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.46% | 4.1% |
| Expected Yearly % | 3.25% | 32.45% |
| Kelly Criterion | 4.02% | -1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.07% |
| Expected Shortfall (cVaR) | -0.49% | -2.07% |
| Year | 11392694:BTCUSD | 11392694:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.32 | 0.03 | - |
| 2025 | 27.10 | 5.21 | 0.19 | - |
| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| MTD | 2.46% | 10.71% |
| 3M | 9.36% | 41.88% |
| 6M | 2.75% | 22.91% |
| YTD | 5.21% | 27.1% |
| 1Y | 6.6% | 82.29% |
| 3Y (ann.) | 5.84% | 64.73% |
| 5Y (ann.) | 5.84% | 64.73% |
| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| Max Drawdown | -12.38% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.71% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.53 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -12.38 | 182 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-10-22 | 2024-10-24 | -2.64 | 2 |
| 2024-08-23 | 2024-09-21 | -0.83 | 28 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 7.12% | 18.93% |
| Worst Week | -5.09% | -12.33% |
| Best Month | 7.12% | 37.42% |
| Worst Month | -6.28% | -17.69% |
| Best Year | 5.21% | 38.02% |
| Worst Year | 1.32% | 27.1% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.85% | -1.0% |
| Avg. Up Week | 2.85% | 7.05% |
| Avg. Down Week | -2.27% | -8.61% |
| Avg. Up Month | 3.35% | 10.55% |
| Avg. Down Month | -3.12% | -9.5% |
| Win Days % | 51.14% | 51.89% |
| Win Month % | 55.56% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |