| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 11.83% | 61.16% |
| Max Drawdown | -5.27% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 1.0 | 0.85 |
| Payoff Ratio | 1.26 | 1.34 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.76 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 97.67 | 2.5 |
| Outlier Loss Ratio | 3.09 | 2.24 |
| Volatility (ann.) | 5.09% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.18 | 2.0 |
| Skew | 5.47 | 0.21 |
| Kurtosis | 150.14 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.86% | 3.74% |
| Expected Yearly % | 5.75% | 26.95% |
| Kelly Criterion | 6.28% | 16.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11400855:BTCUSD | 11400855:btcusd:triple_med_gx:lsma125_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.17 | 0.08 | - |
| 2025 | 16.76 | 8.40 | 0.50 | - |
| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.28% | 31.46% |
| 6M | 8.8% | 12.77% |
| YTD | 8.4% | 16.76% |
| 1Y | 11.59% | 56.84% |
| 3Y (ann.) | 11.5% | 59.12% |
| 5Y (ann.) | 11.5% | 59.12% |
| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| Max Drawdown | -5.27% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 2.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-11 | -5.27 | 154 |
| 2024-11-12 | 2025-02-28 | -4.44 | 108 |
| 2025-03-06 | 2025-04-11 | -3.05 | 35 |
| 2025-04-11 | 2025-05-18 | -2.00 | 37 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| 2025-05-31 | 2025-05-31 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 7.57% | 18.93% |
| Worst Week | -3.81% | -12.33% |
| Best Month | 7.57% | 37.42% |
| Worst Month | -3.25% | -17.69% |
| Best Year | 8.4% | 38.02% |
| Worst Year | 3.17% | 16.76% |
| Avg. Up Day | 1.07% | 1.13% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 2.05% | 6.47% |
| Avg. Down Week | -1.24% | -4.79% |
| Avg. Up Month | 4.65% | 20.88% |
| Avg. Down Month | -0.78% | -4.68% |
| Win Days % | 47.69% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |