| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 2.76% | 61.16% |
| Max Drawdown | -2.32% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.62 | 0.85 |
| Payoff Ratio | 1.18 | 1.45 |
| Profit Factor | 1.73 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.02 | 0.82 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 426.68 | 2.14 |
| Outlier Loss Ratio | 4.23 | 2.07 |
| Volatility (ann.) | 1.75% | 25.19% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.16 | 2.0 |
| Skew | 0.79 | 0.21 |
| Kurtosis | 365.25 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.21% | 3.74% |
| Expected Yearly % | 1.37% | 26.95% |
| Kelly Criterion | 7.68% | 18.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.15% | -2.13% |
| Expected Shortfall (cVaR) | -0.15% | -2.13% |
| Year | 11397778:BTCUSD | 11397778:btcusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.58 | -0.02 | - |
| 2025 | 16.76 | 3.35 | 0.20 | - |
| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.85% | 31.46% |
| 6M | 3.35% | 12.77% |
| YTD | 3.35% | 16.76% |
| 1Y | 2.76% | 56.84% |
| 3Y (ann.) | 2.68% | 59.12% |
| 5Y (ann.) | 2.68% | 59.12% |
| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| Max Drawdown | -2.32% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -1.37% | -4.82% |
| Avg. Drawdown Days | 103.0 | 14.0 |
| Recovery Factor | 1.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-28 | 2025-01-17 | -2.32 | 142 |
| 2025-01-17 | 2025-03-23 | -0.42 | 64 |
| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| Best Day | 1.91% | 9.33% |
| Worst Day | -2.14% | -9.32% |
| Best Week | 1.85% | 18.93% |
| Worst Week | -1.17% | -12.33% |
| Best Month | 1.85% | 37.42% |
| Worst Month | -1.17% | -17.69% |
| Best Year | 3.35% | 38.02% |
| Worst Year | -0.58% | 16.76% |
| Avg. Up Day | 0.73% | 0.8% |
| Avg. Down Day | -0.62% | -0.55% |
| Avg. Up Week | 1.48% | 4.89% |
| Avg. Down Week | -1.17% | -7.76% |
| Avg. Up Month | 1.3% | 10.3% |
| Avg. Down Month | -1.17% | -8.73% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |