| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -7.66% | 79.62% |
| Max Drawdown | -21.67% | -29.51% |
| Sharpe | -0.15 | 0.65 |
| Sortino | -0.21 | 0.96 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.96 | 1.08 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 32.81 | 3.06 |
| Outlier Loss Ratio | 3.85 | 3.11 |
| Volatility (ann.) | 9.13% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.32 | 2.33 |
| Skew | 0.35 | 0.2 |
| Kurtosis | 27.61 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.9% | 34.02% |
| Kelly Criterion | -4.88% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11375121:BTCUSD | 11375121:btcusd:triple_med_gx:lsma120_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.91 | 0.08 | - |
| 2025 | 30.14 | -10.27 | -0.34 | - |
| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 8.54% | 45.08% |
| 6M | -5.67% | 28.47% |
| YTD | -10.27% | 30.14% |
| 1Y | -2.28% | 105.13% |
| 3Y (ann.) | -6.88% | 68.87% |
| 5Y (ann.) | -6.88% | 68.87% |
| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| Max Drawdown | -21.67% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -8.7% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.35 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -21.67 | 206 |
| 2024-07-22 | 2024-09-26 | -10.35 | 66 |
| 2024-07-03 | 2024-07-21 | -5.67 | 18 |
| 2024-09-27 | 2024-11-20 | -5.46 | 54 |
| 2024-11-24 | 2024-12-19 | -0.33 | 24 |
| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -5.76% | -12.33% |
| Best Month | 11.11% | 37.42% |
| Worst Month | -8.44% | -17.69% |
| Best Year | 2.91% | 38.02% |
| Worst Year | -10.27% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.49% | 6.18% |
| Avg. Down Week | -2.9% | -4.52% |
| Avg. Up Month | 6.03% | 16.67% |
| Avg. Down Month | -4.65% | -7.93% |
| Win Days % | 45.48% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 45.95% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |