| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.44% | 61.52% |
| Max Drawdown | -18.33% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.81 | 0.86 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 2.0 | 1.07 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 1.6 | 0.97 |
| Outlier Win Ratio | 39.37 | 3.11 |
| Outlier Loss Ratio | 3.07 | 2.89 |
| Volatility (ann.) | 9.24% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.03 | 2.02 |
| Skew | 1.71 | 0.21 |
| Kurtosis | 43.31 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.38% | 3.76% |
| Expected Yearly % | 9.29% | 27.09% |
| Kelly Criterion | 7.48% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11386621:BTCUSD | 11386621:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.53 | 0.46 | - |
| 2025 | 17.02 | 1.62 | 0.10 | - |
| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.78% | 31.76% |
| 6M | -5.86% | 12.25% |
| YTD | 1.62% | 17.02% |
| 1Y | 20.06% | 57.19% |
| 3Y (ann.) | 18.87% | 59.47% |
| 5Y (ann.) | 18.87% | 59.47% |
| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| Max Drawdown | -18.33% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.85% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.33 | 175 |
| 2024-09-20 | 2024-11-10 | -3.52 | 51 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-17 | -1.92 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-08-20 | -0.70 | 78 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-12-16 | 2024-12-17 | -0.18 | 0 |
| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 19.98% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 19.98% | 37.42% |
| Worst Month | -7.43% | -17.69% |
| Best Year | 17.53% | 38.02% |
| Worst Year | 1.62% | 17.02% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 6.95% | 9.06% |
| Avg. Down Week | -2.83% | -4.52% |
| Avg. Up Month | 11.96% | 19.63% |
| Avg. Down Month | -5.1% | -9.42% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |