| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 25.35% | 61.16% |
| Max Drawdown | -5.32% | -29.51% |
| Sharpe | 0.93 | 0.59 |
| Sortino | 3.17 | 0.85 |
| Payoff Ratio | 2.08 | 1.87 |
| Profit Factor | 3.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 3.41 | 1.06 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 90.18 | 2.36 |
| Outlier Loss Ratio | 3.82 | 2.17 |
| Volatility (ann.) | 6.06% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.62 | 2.0 |
| Skew | 18.71 | 0.21 |
| Kurtosis | 494.46 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.75% | 3.74% |
| Expected Yearly % | 11.96% | 26.95% |
| Kelly Criterion | 29.18% | 26.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11395873:BTCUSD | 11395873:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.38 | 0.09 | - |
| 2025 | 16.76 | 21.25 | 1.27 | + |
| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.56% | 31.46% |
| 6M | 21.25% | 12.77% |
| YTD | 21.25% | 16.76% |
| 1Y | 25.35% | 56.84% |
| 3Y (ann.) | 24.59% | 59.12% |
| 5Y (ann.) | 24.59% | 59.12% |
| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| Max Drawdown | -5.32% | -29.51% |
| Longest DD Days | 32.0 | 144.0 |
| Avg. Drawdown | -0.94% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 4.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-03-02 | -5.32 | 26 |
| 2024-08-24 | 2024-09-22 | -0.55 | 29 |
| 2025-01-15 | 2025-01-15 | -0.52 | 0 |
| 2025-05-28 | 2025-06-11 | -0.44 | 13 |
| 2025-03-20 | 2025-04-22 | -0.24 | 32 |
| 2024-10-23 | 2024-10-23 | -0.18 | 0 |
| 2025-02-03 | 2025-02-03 | -0.18 | 0 |
| 2024-10-24 | 2024-10-24 | -0.11 | 0 |
| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -2.42% | -9.32% |
| Best Week | 11.45% | 18.93% |
| Worst Week | -1.66% | -12.33% |
| Best Month | 11.38% | 37.42% |
| Worst Month | -0.44% | -17.69% |
| Best Year | 21.25% | 38.02% |
| Worst Year | 3.38% | 16.76% |
| Avg. Up Day | 1.42% | 1.48% |
| Avg. Down Day | -0.68% | -0.79% |
| Avg. Up Week | 5.18% | 7.26% |
| Avg. Down Week | -0.77% | -7.72% |
| Avg. Up Month | 2.97% | 10.51% |
| Avg. Down Month | -0.2% | -8.73% |
| Win Days % | 52.17% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |