| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.62% | 61.16% |
| Max Drawdown | -10.67% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.83 | 0.85 |
| Payoff Ratio | 1.36 | 1.21 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.83 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 60.77 | 2.93 |
| Outlier Loss Ratio | 3.33 | 2.66 |
| Volatility (ann.) | 7.15% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.33 | 2.0 |
| Skew | 2.76 | 0.21 |
| Kurtosis | 63.01 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 3.74% |
| Expected Yearly % | 7.06% | 26.95% |
| Kelly Criterion | 7.1% | 12.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11402637:BTCUSD | 11402637:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.11 | 0.21 | - |
| 2025 | 16.76 | 6.02 | 0.36 | - |
| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 3.54% | 31.46% |
| 6M | 3.07% | 12.77% |
| YTD | 6.02% | 16.76% |
| 1Y | 12.65% | 56.84% |
| 3Y (ann.) | 14.21% | 59.12% |
| 5Y (ann.) | 14.21% | 59.12% |
| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| Max Drawdown | -10.67% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 1.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-11 | -10.67 | 154 |
| 2024-12-05 | 2025-03-06 | -8.11 | 90 |
| 2025-03-07 | 2025-04-12 | -3.62 | 36 |
| 2025-04-13 | 2025-05-31 | -3.57 | 48 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-12 | 2024-12-04 | -0.69 | 22 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2025-06-01 | 2025-06-11 | -0.23 | 10 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -3.81% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -3.3% | -17.69% |
| Best Year | 8.11% | 38.02% |
| Worst Year | 6.02% | 16.76% |
| Avg. Up Day | 1.05% | 1.08% |
| Avg. Down Day | -0.77% | -0.89% |
| Avg. Up Week | 3.58% | 5.56% |
| Avg. Down Week | -2.11% | -4.0% |
| Avg. Up Month | 6.22% | 20.88% |
| Avg. Down Month | -1.06% | -8.04% |
| Win Days % | 46.4% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |