| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 48.97% | 61.16% |
| Max Drawdown | -28.12% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 0.97 | 0.85 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 12.1 | 3.87 |
| Outlier Loss Ratio | 4.1 | 3.87 |
| Volatility (ann.) | 16.95% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.69 | 2.0 |
| Skew | 0.38 | 0.21 |
| Kurtosis | 13.93 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.11% | 3.74% |
| Expected Yearly % | 22.05% | 26.95% |
| Kelly Criterion | 4.98% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.13% |
| Expected Shortfall (cVaR) | -1.43% | -2.13% |
| Year | 11400720:BTCUSD | 11400720:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.38 | 1.01 | + |
| 2025 | 16.76 | 7.65 | 0.46 | - |
| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 23.4% | 31.46% |
| 6M | 4.37% | 12.77% |
| YTD | 7.65% | 16.76% |
| 1Y | 46.44% | 56.84% |
| 3Y (ann.) | 47.39% | 59.12% |
| 5Y (ann.) | 47.39% | 59.12% |
| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| Max Drawdown | -28.12% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -28.12 | 175 |
| 2024-06-10 | 2024-09-13 | -20.97 | 95 |
| 2024-09-20 | 2024-10-14 | -8.09 | 24 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-04 | -2.08 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 24.44% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 38.38% | 38.02% |
| Worst Year | 7.65% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 4.71% | 5.81% |
| Avg. Down Week | -3.13% | -4.65% |
| Avg. Up Month | 10.42% | 14.17% |
| Avg. Down Month | -4.21% | -7.59% |
| Win Days % | 51.07% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |