| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 1.14% | 61.52% |
| Max Drawdown | -25.53% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.11 | 0.86 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 1.51 | 0.97 |
| Outlier Win Ratio | 40.45 | 3.08 |
| Outlier Loss Ratio | 3.2 | 3.1 |
| Volatility (ann.) | 9.64% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.04 | 2.02 |
| Skew | -0.67 | 0.21 |
| Kurtosis | 44.72 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.09% | 3.76% |
| Expected Yearly % | 0.57% | 27.09% |
| Kelly Criterion | -3.05% | 2.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11386553:BTCUSD | 11386553:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.26 | 0.16 | - |
| 2025 | 17.02 | -4.82 | -0.28 | - |
| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.97% | 31.76% |
| 6M | -11.88% | 12.25% |
| YTD | -4.82% | 17.02% |
| 1Y | 0.48% | 57.19% |
| 3Y (ann.) | 1.11% | 59.47% |
| 5Y (ann.) | 1.11% | 59.47% |
| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.28% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.53 | 175 |
| 2024-07-03 | 2024-09-18 | -9.48 | 77 |
| 2024-11-12 | 2024-12-16 | -2.65 | 34 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-11-10 | -1.11 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 10.59% | 18.93% |
| Worst Week | -8.11% | -12.33% |
| Best Month | 11.21% | 37.42% |
| Worst Month | -8.35% | -17.69% |
| Best Year | 6.26% | 38.02% |
| Worst Year | -4.82% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.92% | -1.0% |
| Avg. Up Week | 4.18% | 7.78% |
| Avg. Down Week | -3.6% | -5.0% |
| Avg. Up Month | 6.44% | 16.18% |
| Avg. Down Month | -5.29% | -7.67% |
| Win Days % | 47.57% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |