| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.13% | 75.42% |
| Max Drawdown | -12.12% | -29.51% |
| Sharpe | 0.54 | 0.63 |
| Sortino | 0.92 | 0.92 |
| Payoff Ratio | 1.4 | 1.4 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.85 | 0.8 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 60.72 | 2.94 |
| Outlier Loss Ratio | 4.14 | 2.75 |
| Volatility (ann.) | 6.17% | 24.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.1 | 2.19 |
| Skew | 2.94 | 0.2 |
| Kurtosis | 54.73 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.01% | 4.1% |
| Expected Yearly % | 7.3% | 32.45% |
| Kelly Criterion | 8.21% | 17.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.07% |
| Expected Shortfall (cVaR) | -0.52% | -2.07% |
| Year | 11382803:BTCUSD | 11382803:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.92 | 0.21 | - |
| 2025 | 27.10 | 6.68 | 0.25 | - |
| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.9% | 41.88% |
| 6M | 9.36% | 22.91% |
| YTD | 6.68% | 27.1% |
| 1Y | 11.77% | 82.29% |
| 3Y (ann.) | 13.33% | 64.73% |
| 5Y (ann.) | 13.33% | 64.73% |
| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| Max Drawdown | -12.12% | -29.51% |
| Longest DD Days | 214.0 | 144.0 |
| Avg. Drawdown | -2.26% | -4.71% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.25 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-22 | -12.12 | 214 |
| 2024-08-26 | 2024-09-19 | -4.15 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-21 | -0.95 | 37 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -4.73% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -4.62% | -17.69% |
| Best Year | 7.92% | 38.02% |
| Worst Year | 6.68% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.6% | -0.61% |
| Avg. Up Week | 4.37% | 7.89% |
| Avg. Down Week | -2.51% | -4.3% |
| Avg. Up Month | 4.45% | 8.57% |
| Avg. Down Month | -4.62% | -2.09% |
| Win Days % | 46.39% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |