| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 8.47% | 79.62% |
| Max Drawdown | -14.62% | -29.51% |
| Sharpe | 0.31 | 0.65 |
| Sortino | 0.49 | 0.96 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.71 | 0.73 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 60.71 | 2.9 |
| Outlier Loss Ratio | 3.86 | 2.76 |
| Volatility (ann.) | 6.46% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 2.33 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 55.97 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.58% | 4.27% |
| Expected Yearly % | 4.15% | 34.02% |
| Kelly Criterion | 4.4% | 13.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11380318:BTCUSD | 11380318:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.06 | 0.21 | - |
| 2025 | 30.14 | 0.38 | 0.01 | - |
| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 13.03% | 45.08% |
| 6M | 8.2% | 28.47% |
| YTD | 0.38% | 30.14% |
| 1Y | 8.47% | 105.13% |
| 3Y (ann.) | 7.54% | 68.87% |
| 5Y (ann.) | 7.54% | 68.87% |
| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -2.6% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -14.62 | 266 |
| 2024-08-26 | 2024-09-18 | -5.09 | 23 |
| 2024-09-20 | 2024-10-18 | -1.74 | 27 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 8.06% | 38.02% |
| Worst Year | 0.38% | 30.14% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.63% | -0.68% |
| Avg. Up Week | 3.26% | 7.3% |
| Avg. Down Week | -3.64% | -4.3% |
| Avg. Up Month | 5.34% | 8.92% |
| Avg. Down Month | -1.83% | -5.41% |
| Win Days % | 45.18% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |