| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.63% | 61.52% |
| Max Drawdown | -17.0% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.84 | 0.86 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 41.44 | 3.17 |
| Outlier Loss Ratio | 3.17 | 2.83 |
| Volatility (ann.) | 9.01% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.12 | 2.02 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 41.53 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.39% | 3.76% |
| Expected Yearly % | 9.38% | 27.09% |
| Kelly Criterion | 6.53% | 11.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11385256:BTCUSD | 11385256:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.58 | 0.44 | - |
| 2025 | 17.02 | 2.62 | 0.15 | - |
| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.65% | 31.76% |
| 6M | -7.61% | 12.25% |
| YTD | 2.62% | 17.02% |
| 1Y | 19.63% | 57.19% |
| 3Y (ann.) | 19.06% | 59.47% |
| 5Y (ann.) | 19.06% | 59.47% |
| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| Max Drawdown | -17.0% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.08% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -17.00 | 211 |
| 2024-09-20 | 2024-11-10 | -4.30 | 51 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-16 | 2024-09-17 | -0.18 | 0 |
| 2024-08-19 | 2024-08-20 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -9.97% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -9.97% | -17.69% |
| Best Year | 16.58% | 38.02% |
| Worst Year | 2.62% | 17.02% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 7.67% | 9.06% |
| Avg. Down Week | -2.85% | -4.62% |
| Avg. Up Month | 8.57% | 17.15% |
| Avg. Down Month | -7.39% | -10.46% |
| Win Days % | 48.4% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |