| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.87% | 75.42% |
| Max Drawdown | -6.32% | -29.51% |
| Sharpe | 0.16 | 0.63 |
| Sortino | 0.2 | 0.92 |
| Payoff Ratio | 0.88 | 0.77 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.44 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 252.63 | 2.23 |
| Outlier Loss Ratio | 2.96 | 2.14 |
| Volatility (ann.) | 2.8% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.26 | 2.19 |
| Skew | -11.64 | 0.2 |
| Kurtosis | 407.78 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.13% | 4.1% |
| Expected Yearly % | 0.93% | 32.45% |
| Kelly Criterion | 2.07% | -10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.07% |
| Expected Shortfall (cVaR) | -0.24% | -2.07% |
| Year | 11396123:BTCUSD | 11396123:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.73 | -0.10 | - |
| 2025 | 27.10 | 5.82 | 0.21 | - |
| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.0% | 41.88% |
| 6M | 5.82% | 22.91% |
| YTD | 5.82% | 27.1% |
| 1Y | 2.01% | 82.29% |
| 3Y (ann.) | 1.66% | 64.73% |
| 5Y (ann.) | 1.66% | 64.73% |
| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| Max Drawdown | -6.32% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.71% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | 0.3 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -6.32 | 185 |
| 2025-01-17 | 2025-03-23 | -0.93 | 64 |
| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| Best Day | 1.91% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 3.9% | 18.93% |
| Worst Week | -5.09% | -12.33% |
| Best Month | 3.9% | 37.42% |
| Worst Month | -5.09% | -17.69% |
| Best Year | 5.82% | 38.02% |
| Worst Year | -3.73% | 27.1% |
| Avg. Up Day | 0.62% | 0.65% |
| Avg. Down Day | -0.7% | -0.85% |
| Avg. Up Week | 2.76% | 4.89% |
| Avg. Down Week | -5.09% | -7.76% |
| Avg. Up Month | 3.21% | 10.3% |
| Avg. Down Month | -5.09% | -8.73% |
| Win Days % | 54.05% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |