| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 11.5% | 61.16% |
| Max Drawdown | -6.25% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 0.77 | 0.71 |
| Profit Factor | 1.52 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.73 | 0.41 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 103.9 | 2.64 |
| Outlier Loss Ratio | 2.34 | 2.17 |
| Volatility (ann.) | 4.39% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.79 | 2.0 |
| Skew | -5.46 | 0.21 |
| Kurtosis | 125.53 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 3.74% |
| Expected Yearly % | 5.59% | 26.95% |
| Kelly Criterion | 13.67% | -15.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11396127:BTCUSD | 11396127:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.49 | 0.14 | - |
| 2025 | 16.76 | 5.69 | 0.34 | - |
| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.54% | 31.46% |
| 6M | 5.69% | 12.77% |
| YTD | 5.69% | 16.76% |
| 1Y | 11.5% | 56.84% |
| 3Y (ann.) | 11.18% | 59.12% |
| 5Y (ann.) | 11.18% | 59.12% |
| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| Max Drawdown | -6.25% | -29.51% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 1.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2024-10-29 | -6.25 | 62 |
| 2025-01-19 | 2025-03-24 | -3.61 | 63 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-03-24 | 2025-06-11 | -1.26 | 78 |
| 2024-10-30 | 2025-01-17 | -0.69 | 79 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| Best Day | 1.91% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -5.47% | -12.33% |
| Best Month | 7.78% | 37.42% |
| Worst Month | -5.48% | -17.69% |
| Best Year | 5.69% | 38.02% |
| Worst Year | 5.49% | 16.76% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.96% | -1.05% |
| Avg. Up Week | 3.79% | 6.79% |
| Avg. Down Week | -2.74% | -8.25% |
| Avg. Up Month | 3.34% | 7.76% |
| Avg. Down Month | -5.48% | -8.73% |
| Win Days % | 62.5% | 51.86% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |