| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 22.87% | 61.16% |
| Max Drawdown | -9.14% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.64 | 0.85 |
| Payoff Ratio | 1.52 | 1.46 |
| Profit Factor | 1.81 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.34 | 0.83 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 70.8 | 2.66 |
| Outlier Loss Ratio | 3.2 | 2.29 |
| Volatility (ann.) | 7.31% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.43 | 2.0 |
| Skew | 11.82 | 0.21 |
| Kurtosis | 264.72 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.6% | 3.74% |
| Expected Yearly % | 10.85% | 26.95% |
| Kelly Criterion | 15.15% | 18.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11395794:BTCUSD | 11395794:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.25 | 0.09 | - |
| 2025 | 16.76 | 19.01 | 1.13 | + |
| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.71% | 31.46% |
| 6M | 17.64% | 12.77% |
| YTD | 19.01% | 16.76% |
| 1Y | 19.92% | 56.84% |
| 3Y (ann.) | 22.2% | 59.12% |
| 5Y (ann.) | 22.2% | 59.12% |
| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| Max Drawdown | -9.14% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -1.73% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-23 | 2025-03-01 | -9.14 | 67 |
| 2024-07-09 | 2024-11-13 | -4.18 | 127 |
| 2025-05-12 | 2025-05-13 | -1.36 | 1 |
| 2025-04-02 | 2025-04-22 | -1.25 | 20 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-05 | -0.83 | 1 |
| 2025-03-31 | 2025-04-01 | -0.34 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-12-23 | 2024-12-23 | -0.18 | 0 |
| 2025-05-25 | 2025-05-25 | -0.18 | 0 |
| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 11.45% | 18.93% |
| Worst Week | -3.44% | -12.33% |
| Best Month | 11.07% | 37.42% |
| Worst Month | -1.15% | -17.69% |
| Best Year | 19.01% | 38.02% |
| Worst Year | 3.25% | 16.76% |
| Avg. Up Day | 1.18% | 1.24% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.67% | 7.84% |
| Avg. Down Week | -1.32% | -3.61% |
| Avg. Up Month | 3.44% | 20.88% |
| Avg. Down Month | -1.15% | -3.23% |
| Win Days % | 48.81% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |