| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 8.98% | 61.16% |
| Max Drawdown | -6.36% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.34 | 1.36 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.92 | 0.77 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 116.68 | 2.47 |
| Outlier Loss Ratio | 2.86 | 2.17 |
| Volatility (ann.) | 4.93% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.37 | 2.0 |
| Skew | 4.18 | 0.21 |
| Kurtosis | 160.37 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.66% | 3.74% |
| Expected Yearly % | 4.39% | 26.95% |
| Kelly Criterion | 5.92% | 16.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11399157:BTCUSD | 11399157:btcusd:triple_med_gx:lsma120_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.11 | 0.16 | - |
| 2025 | 16.76 | 2.71 | 0.16 | - |
| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.48% | 31.46% |
| 6M | 0.57% | 12.77% |
| YTD | 2.71% | 16.76% |
| 1Y | 9.27% | 56.84% |
| 3Y (ann.) | 8.73% | 59.12% |
| 5Y (ann.) | 8.73% | 59.12% |
| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| Max Drawdown | -6.36% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 1.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-11 | -6.36 | 153 |
| 2025-03-07 | 2025-06-11 | -3.01 | 96 |
| 2024-12-27 | 2025-03-06 | -2.80 | 68 |
| 2024-11-12 | 2024-12-04 | -0.69 | 22 |
| 2024-12-04 | 2024-12-27 | -0.66 | 23 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -3.99% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -3.99% | -17.69% |
| Best Year | 6.11% | 38.02% |
| Worst Year | 2.71% | 16.76% |
| Avg. Up Day | 1.15% | 1.19% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 2.73% | 4.89% |
| Avg. Down Week | -2.99% | -5.76% |
| Avg. Up Month | 5.79% | 20.88% |
| Avg. Down Month | -2.41% | -5.29% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |