| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 34.8% | 61.52% |
| Max Drawdown | -17.43% | -29.51% |
| Sharpe | 0.8 | 0.59 |
| Sortino | 1.29 | 0.86 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 3.35 | 1.07 |
| CPC Index | 0.88 | 0.68 |
| Tail Ratio | 2.42 | 0.97 |
| Outlier Win Ratio | 33.51 | 3.12 |
| Outlier Loss Ratio | 3.18 | 2.87 |
| Volatility (ann.) | 9.6% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.94 | 2.02 |
| Skew | 1.48 | 0.21 |
| Kurtosis | 38.78 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.32% | 3.76% |
| Expected Yearly % | 16.1% | 27.09% |
| Kelly Criterion | 13.39% | 11.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11382575:BTCUSD | 11382575:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.09 | 0.48 | - |
| 2025 | 17.02 | 14.15 | 0.83 | - |
| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 17.41% | 31.76% |
| 6M | 4.8% | 12.25% |
| YTD | 14.15% | 17.02% |
| 1Y | 34.8% | 57.19% |
| 3Y (ann.) | 33.73% | 59.47% |
| 5Y (ann.) | 33.73% | 59.47% |
| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| Max Drawdown | -17.43% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-22 | -17.43 | 125 |
| 2024-08-22 | 2024-09-17 | -3.91 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -2.91 | 20 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-20 | 2024-10-18 | -2.26 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 20.7% | 18.93% |
| Worst Week | -8.19% | -12.33% |
| Best Month | 20.7% | 37.42% |
| Worst Month | -8.19% | -17.69% |
| Best Year | 18.09% | 38.02% |
| Worst Year | 14.15% | 17.02% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 6.17% | 9.11% |
| Avg. Down Week | -3.84% | -5.54% |
| Avg. Up Month | 12.02% | 19.63% |
| Avg. Down Month | -8.19% | -3.23% |
| Win Days % | 52.68% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |