| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 9.35% | 61.16% |
| Max Drawdown | -6.19% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 0.86 | 0.77 |
| Profit Factor | 1.68 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.9 | 0.44 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 145.71 | 2.52 |
| Outlier Loss Ratio | 2.8 | 2.17 |
| Volatility (ann.) | 3.53% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.47 | 2.0 |
| Skew | -6.33 | 0.21 |
| Kurtosis | 195.23 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.69% | 3.74% |
| Expected Yearly % | 4.57% | 26.95% |
| Kelly Criterion | 18.45% | -10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11396126:BTCUSD | 11396126:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.74 | 0.05 | - |
| 2025 | 16.76 | 7.48 | 0.45 | - |
| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.76% | 31.46% |
| 6M | 7.48% | 12.77% |
| YTD | 7.48% | 16.76% |
| 1Y | 9.35% | 56.84% |
| 3Y (ann.) | 9.09% | 59.12% |
| 5Y (ann.) | 9.09% | 59.12% |
| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| Max Drawdown | -6.19% | -29.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2024-10-29 | -6.19 | 62 |
| 2025-01-17 | 2025-03-23 | -1.30 | 64 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| 2025-01-16 | 2025-01-17 | -0.18 | 0 |
| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| Best Day | 1.91% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 6.18% | 18.93% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 6.18% | 37.42% |
| Worst Month | -5.2% | -17.69% |
| Best Year | 7.48% | 38.02% |
| Worst Year | 1.74% | 16.76% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.8% | -0.94% |
| Avg. Up Week | 3.79% | 7.46% |
| Avg. Down Week | -5.2% | -7.76% |
| Avg. Up Month | 3.62% | 7.9% |
| Avg. Down Month | -5.2% | -8.73% |
| Win Days % | 62.26% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |