| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -14.94% | 79.62% |
| Max Drawdown | -25.16% | -29.51% |
| Sharpe | -0.31 | 0.65 |
| Sortino | -0.43 | 0.96 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.42 | 0.61 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 30.46 | 3.12 |
| Outlier Loss Ratio | 3.74 | 3.14 |
| Volatility (ann.) | 10.05% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.54 | 2.33 |
| Skew | 0.1 | 0.2 |
| Kurtosis | 32.2 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.15% | 4.27% |
| Expected Yearly % | -7.77% | 34.02% |
| Kelly Criterion | -8.51% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11374136:BTCUSD | 11374136:btcusd:triple_med_gx:lsma120_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.98 | -0.03 | - |
| 2025 | 30.14 | -14.10 | -0.47 | - |
| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| MTD | 4.4% | 13.36% |
| 3M | -1.37% | 45.08% |
| 6M | -10.53% | 28.47% |
| YTD | -14.1% | 30.14% |
| 1Y | -12.47% | 105.13% |
| 3Y (ann.) | -13.48% | 68.87% |
| 5Y (ann.) | -13.48% | 68.87% |
| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -29.51% |
| Longest DD Days | 232.0 | 144.0 |
| Avg. Drawdown | -8.16% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-07-14 | -25.16 | 232 |
| 2024-07-22 | 2024-11-19 | -16.69 | 120 |
| 2024-07-03 | 2024-07-19 | -4.98 | 16 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 13.96% | 18.93% |
| Worst Week | -7.18% | -12.33% |
| Best Month | 14.33% | 37.42% |
| Worst Month | -10.08% | -17.69% |
| Best Year | -0.98% | 38.02% |
| Worst Year | -14.1% | 30.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.41% | 7.28% |
| Avg. Down Week | -3.09% | -4.66% |
| Avg. Up Month | 5.15% | 14.47% |
| Avg. Down Month | -6.89% | -7.93% |
| Win Days % | 44.1% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 36.84% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |