| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.47% | 61.52% |
| Max Drawdown | -20.73% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.49 | 0.97 |
| Outlier Win Ratio | 36.18 | 3.07 |
| Outlier Loss Ratio | 3.19 | 3.0 |
| Volatility (ann.) | 9.56% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.3 | 2.02 |
| Skew | 0.29 | 0.21 |
| Kurtosis | 36.01 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.48% | 3.76% |
| Expected Yearly % | 3.18% | 27.09% |
| Kelly Criterion | -0.26% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11383836:BTCUSD | 11383836:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.41 | 0.06 | - |
| 2025 | 17.02 | 3.96 | 0.23 | - |
| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.74% | 31.76% |
| 6M | -7.09% | 12.25% |
| YTD | 3.96% | 17.02% |
| 1Y | 6.47% | 57.19% |
| 3Y (ann.) | 6.29% | 59.47% |
| 5Y (ann.) | 6.29% | 59.47% |
| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.31 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -20.73 | 211 |
| 2024-07-04 | 2024-09-19 | -8.64 | 77 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-11-08 | 2024-11-09 | -0.56 | 1 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.02% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 12.82% | 37.42% |
| Worst Month | -10.63% | -17.69% |
| Best Year | 3.96% | 38.02% |
| Worst Year | 2.41% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 3.9% | 8.93% |
| Avg. Down Week | -4.26% | -4.16% |
| Avg. Up Month | 6.38% | 16.18% |
| Avg. Down Month | -5.65% | -2.66% |
| Win Days % | 49.13% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 60.87% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |