| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 10.87% | 61.16% |
| Max Drawdown | -12.64% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 0.92 | 0.92 |
| Profit Factor | 1.46 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.53 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 97.33 | 2.6 |
| Outlier Loss Ratio | 2.38 | 2.17 |
| Volatility (ann.) | 5.66% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.84 | 2.0 |
| Skew | 0.01 | 0.21 |
| Kurtosis | 163.16 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 3.74% |
| Expected Yearly % | 5.29% | 26.95% |
| Kelly Criterion | 6.43% | -0.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11394252:BTCUSD | 11394252:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.65 | 0.02 | - |
| 2025 | 16.76 | 10.15 | 0.61 | - |
| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.31% | 31.46% |
| 6M | 10.15% | 12.77% |
| YTD | 10.15% | 16.76% |
| 1Y | 10.87% | 56.84% |
| 3Y (ann.) | 10.56% | 59.12% |
| 5Y (ann.) | 10.56% | 59.12% |
| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| Max Drawdown | -12.64% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.14% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-06-11 | -12.64 | 127 |
| 2024-10-22 | 2024-10-24 | -2.64 | 2 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-09-21 | -0.33 | 28 |
| 2025-01-14 | 2025-01-14 | -0.18 | 0 |
| 2025-02-03 | 2025-02-03 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.41% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -1.86% | -17.69% |
| Best Year | 10.15% | 38.02% |
| Worst Year | 0.65% | 16.76% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -1.03% | -1.05% |
| Avg. Up Week | 3.65% | 7.26% |
| Avg. Down Week | -2.05% | -10.05% |
| Avg. Up Month | 3.19% | 10.51% |
| Avg. Down Month | -0.69% | -9.5% |
| Win Days % | 55.22% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |