| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -9.94% | 61.52% |
| Max Drawdown | -17.86% | -29.51% |
| Sharpe | -0.36 | 0.59 |
| Sortino | -0.45 | 0.86 |
| Payoff Ratio | 0.75 | 0.76 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.32 | 0.43 |
| Tail Ratio | 1.94 | 0.97 |
| Outlier Win Ratio | 68.55 | 2.78 |
| Outlier Loss Ratio | 3.02 | 2.73 |
| Volatility (ann.) | 6.49% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.54 | 2.02 |
| Skew | -3.17 | 0.21 |
| Kurtosis | 55.72 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.8% | 3.76% |
| Expected Yearly % | -5.1% | 27.09% |
| Kelly Criterion | -16.45% | -11.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11384410:BTCUSD | 11384410:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.71 | -0.05 | - |
| 2025 | 17.02 | -8.37 | -0.49 | - |
| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.05% | 31.76% |
| 6M | -12.56% | 12.25% |
| YTD | -8.37% | 17.02% |
| 1Y | -9.94% | 57.19% |
| 3Y (ann.) | -9.69% | 59.47% |
| 5Y (ann.) | -9.69% | 59.47% |
| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| Max Drawdown | -17.86% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -17.86 | 200 |
| 2024-07-29 | 2024-11-21 | -8.27 | 114 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 3.53% | 37.42% |
| Worst Month | -5.69% | -17.69% |
| Best Year | -1.71% | 38.02% |
| Worst Year | -8.37% | 17.02% |
| Avg. Up Day | 0.66% | 0.67% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.55% | 5.38% |
| Avg. Down Week | -3.49% | -5.42% |
| Avg. Up Month | 1.78% | 15.63% |
| Avg. Down Month | -3.38% | -7.93% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 36.84% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |