| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.03% | 61.16% |
| Max Drawdown | -7.75% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.84 | 0.85 |
| Payoff Ratio | 1.36 | 1.15 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.66 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 95.11 | 2.49 |
| Outlier Loss Ratio | 3.52 | 2.4 |
| Volatility (ann.) | 5.14% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.26 | 2.0 |
| Skew | 4.18 | 0.21 |
| Kurtosis | 134.07 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 3.74% |
| Expected Yearly % | 4.89% | 26.95% |
| Kelly Criterion | 9.95% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11402871:BTCUSD | 11402871:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.87 | 0.31 | - |
| 2025 | 16.76 | -1.65 | -0.10 | - |
| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.24% | 31.46% |
| 6M | -1.65% | 12.77% |
| YTD | -1.65% | 16.76% |
| 1Y | 10.03% | 56.84% |
| 3Y (ann.) | 9.75% | 59.12% |
| 5Y (ann.) | 9.75% | 59.12% |
| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| Max Drawdown | -7.75% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 1.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-12 | 2025-06-11 | -7.75 | 241 |
| 2024-08-09 | 2024-10-11 | -2.57 | 63 |
| 2024-08-07 | 2024-08-08 | -0.95 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-11 | 2024-06-11 | -0.30 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -2.78% | -12.33% |
| Best Month | 8.78% | 37.42% |
| Worst Month | -3.52% | -17.69% |
| Best Year | 11.87% | 38.02% |
| Worst Year | -1.65% | 16.76% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.67% | -0.8% |
| Avg. Up Week | 1.34% | 6.49% |
| Avg. Down Week | -1.04% | -3.22% |
| Avg. Up Month | 2.36% | 11.0% |
| Avg. Down Month | -3.19% | -2.66% |
| Win Days % | 48.05% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |