| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -7.85% | 75.42% |
| Max Drawdown | -19.71% | -29.51% |
| Sharpe | -0.16 | 0.63 |
| Sortino | -0.23 | 0.92 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 1.06 | 0.96 |
| Outlier Win Ratio | 33.42 | 3.05 |
| Outlier Loss Ratio | 4.0 | 3.11 |
| Volatility (ann.) | 8.86% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.36 | 2.19 |
| Skew | 0.07 | 0.2 |
| Kurtosis | 27.86 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.58% | 4.1% |
| Expected Yearly % | -4.01% | 32.45% |
| Kelly Criterion | -5.27% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11376100:BTCUSD | 11376100:btcusd:triple_med_gx:lsma120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.00 | 0.05 | - |
| 2025 | 27.10 | -9.66 | -0.36 | - |
| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| MTD | 3.2% | 10.71% |
| 3M | 5.74% | 41.88% |
| 6M | -4.16% | 22.91% |
| YTD | -9.66% | 27.1% |
| 1Y | -6.42% | 82.29% |
| 3Y (ann.) | -7.01% | 64.73% |
| 5Y (ann.) | -7.01% | 64.73% |
| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| Max Drawdown | -19.71% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -5.39% | -4.71% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.4 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-17 | -19.71 | 209 |
| 2024-07-22 | 2024-11-21 | -13.75 | 122 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-11-21 | 2024-12-19 | -0.21 | 27 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 10.67% | 37.42% |
| Worst Month | -9.7% | -17.69% |
| Best Year | 2.0% | 38.02% |
| Worst Year | -9.66% | 27.1% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.52% | 5.65% |
| Avg. Down Week | -3.1% | -4.74% |
| Avg. Up Month | 4.78% | 13.97% |
| Avg. Down Month | -5.33% | -7.93% |
| Win Days % | 45.75% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 44.74% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |