| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 16.78% | 79.62% |
| Max Drawdown | -13.22% | -29.51% |
| Sharpe | 0.43 | 0.65 |
| Sortino | 0.61 | 0.96 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 2.07 | 1.08 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.79 | 0.98 |
| Outlier Win Ratio | 31.22 | 3.17 |
| Outlier Loss Ratio | 4.02 | 3.11 |
| Volatility (ann.) | 9.04% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.13 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 25.16 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.11% | 4.27% |
| Expected Yearly % | 8.06% | 34.02% |
| Kelly Criterion | 2.98% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11379725:BTCUSD | 11379725:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.75 | 0.34 | - |
| 2025 | 30.14 | 3.57 | 0.12 | - |
| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 4.3% | 45.08% |
| 6M | 5.67% | 28.47% |
| YTD | 3.57% | 30.14% |
| 1Y | 17.85% | 105.13% |
| 3Y (ann.) | 14.88% | 68.87% |
| 5Y (ann.) | 14.88% | 68.87% |
| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| Max Drawdown | -13.22% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -13.22 | 233 |
| 2024-07-29 | 2024-11-10 | -5.96 | 103 |
| 2024-07-08 | 2024-07-14 | -2.05 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-07-14 | 2024-07-25 | -0.84 | 11 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| 2024-11-18 | 2024-11-18 | -0.18 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 13.7% | 37.42% |
| Worst Month | -6.61% | -17.69% |
| Best Year | 12.75% | 38.02% |
| Worst Year | 3.57% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.11% | 8.04% |
| Avg. Down Week | -2.15% | -5.15% |
| Avg. Up Month | 6.04% | 14.76% |
| Avg. Down Month | -4.81% | -7.67% |
| Win Days % | 48.8% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |