| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.42% | 61.52% |
| Max Drawdown | -18.42% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.6 | 0.86 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.45 | 0.97 |
| Outlier Win Ratio | 30.0 | 3.15 |
| Outlier Loss Ratio | 3.43 | 3.09 |
| Volatility (ann.) | 10.25% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.87 | 2.02 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 29.24 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.18% | 3.76% |
| Expected Yearly % | 7.9% | 27.09% |
| Kelly Criterion | 3.29% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11381242:BTCUSD | 11381242:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.52 | 0.15 | - |
| 2025 | 17.02 | 10.33 | 0.61 | - |
| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 20.68% | 31.76% |
| 6M | 3.28% | 12.25% |
| YTD | 10.33% | 17.02% |
| 1Y | 16.42% | 57.19% |
| 3Y (ann.) | 15.95% | 59.47% |
| 5Y (ann.) | 15.95% | 59.47% |
| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -6.07% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-21 | -18.42 | 155 |
| 2024-07-02 | 2024-11-10 | -11.84 | 130 |
| 2024-11-12 | 2024-12-16 | -2.65 | 34 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.45% | 18.93% |
| Worst Week | -9.03% | -12.33% |
| Best Month | 15.02% | 37.42% |
| Worst Month | -8.64% | -17.69% |
| Best Year | 10.33% | 38.02% |
| Worst Year | 5.52% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 4.16% | 7.78% |
| Avg. Down Week | -4.71% | -5.65% |
| Avg. Up Month | 7.61% | 16.18% |
| Avg. Down Month | -4.15% | -10.46% |
| Win Days % | 49.64% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 65.22% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |