| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 28.14% | 61.16% |
| Max Drawdown | -8.1% | -29.51% |
| Sharpe | 0.96 | 0.59 |
| Sortino | 1.84 | 0.85 |
| Payoff Ratio | 1.49 | 1.25 |
| Profit Factor | 1.8 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.4 | 0.71 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 63.17 | 2.84 |
| Outlier Loss Ratio | 3.59 | 2.45 |
| Volatility (ann.) | 6.48% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.37 | 2.0 |
| Skew | 5.07 | 0.21 |
| Kurtosis | 89.74 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.93% | 3.74% |
| Expected Yearly % | 13.2% | 26.95% |
| Kelly Criterion | 20.17% | 13.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11394175:BTCUSD | 11394175:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.23 | 0.22 | - |
| 2025 | 16.76 | 18.40 | 1.10 | + |
| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.03% | 31.46% |
| 6M | 14.98% | 12.77% |
| YTD | 18.4% | 16.76% |
| 1Y | 21.78% | 56.84% |
| 3Y (ann.) | 27.3% | 59.12% |
| 5Y (ann.) | 27.3% | 59.12% |
| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| Max Drawdown | -8.1% | -29.51% |
| Longest DD Days | 52.0 | 144.0 |
| Avg. Drawdown | -1.44% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 3.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-02-28 | -8.10 | 28 |
| 2024-12-21 | 2025-01-14 | -4.26 | 23 |
| 2024-09-22 | 2024-11-13 | -2.15 | 52 |
| 2025-05-10 | 2025-05-25 | -2.11 | 15 |
| 2025-04-02 | 2025-04-22 | -1.25 | 20 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-09-20 | 2024-09-21 | -0.64 | 1 |
| 2025-03-31 | 2025-04-01 | -0.34 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 5.52% | 18.93% |
| Worst Week | -3.44% | -12.33% |
| Best Month | 7.19% | 37.42% |
| Worst Month | -2.89% | -17.69% |
| Best Year | 18.4% | 38.02% |
| Worst Year | 8.23% | 16.76% |
| Avg. Up Day | 0.98% | 1.02% |
| Avg. Down Day | -0.65% | -0.81% |
| Avg. Up Week | 3.86% | 6.98% |
| Avg. Down Week | -1.48% | -3.17% |
| Avg. Up Month | 3.92% | 15.09% |
| Avg. Down Month | -2.89% | -3.23% |
| Win Days % | 52.21% | 51.86% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |