| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.26% | 61.16% |
| Max Drawdown | -4.04% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.37 | 0.85 |
| Payoff Ratio | 1.28 | 1.41 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.8 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 224.87 | 2.15 |
| Outlier Loss Ratio | 4.11 | 2.17 |
| Volatility (ann.) | 2.71% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.55 | 2.0 |
| Skew | 7.01 | 0.21 |
| Kurtosis | 245.05 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 3.74% |
| Expected Yearly % | 1.13% | 26.95% |
| Kelly Criterion | 2.07% | 17.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.13% |
| Expected Shortfall (cVaR) | -0.23% | -2.13% |
| Year | 11397645:BTCUSD | 11397645:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.01 | -0.03 | - |
| 2025 | 16.76 | 3.30 | 0.20 | - |
| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.0% | 31.46% |
| 6M | 3.3% | 12.77% |
| YTD | 3.3% | 16.76% |
| 1Y | 2.26% | 56.84% |
| 3Y (ann.) | 2.2% | 59.12% |
| 5Y (ann.) | 2.2% | 59.12% |
| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| Max Drawdown | -4.04% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.01% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | 0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-17 | -4.04 | 144 |
| 2025-02-06 | 2025-06-11 | -2.43 | 125 |
| 2025-01-17 | 2025-02-06 | -1.39 | 19 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -2.21% | -9.32% |
| Best Week | 3.9% | 18.93% |
| Worst Week | -2.62% | -12.33% |
| Best Month | 3.9% | 37.42% |
| Worst Month | -2.62% | -17.69% |
| Best Year | 3.3% | 38.02% |
| Worst Year | -1.01% | 16.76% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.54% | -0.51% |
| Avg. Up Week | 2.48% | 8.5% |
| Avg. Down Week | -1.6% | -6.75% |
| Avg. Up Month | 3.44% | 6.4% |
| Avg. Down Month | -1.6% | -13.21% |
| Win Days % | 45.0% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |