| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 10.82% | 75.42% |
| Max Drawdown | -23.18% | -29.51% |
| Sharpe | 0.23 | 0.63 |
| Sortino | 0.32 | 0.92 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.01 | 0.96 |
| Outlier Win Ratio | 14.87 | 3.8 |
| Outlier Loss Ratio | 3.78 | 3.63 |
| Volatility (ann.) | 14.57% | 24.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.41 | 2.19 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 12.49 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 4.1% |
| Expected Yearly % | 5.27% | 32.45% |
| Kelly Criterion | 1.27% | 4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.07% |
| Expected Shortfall (cVaR) | -1.25% | -2.07% |
| Year | 11404310:BTCUSD | 11404310:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.29 | 0.27 | - |
| 2025 | 27.10 | 0.48 | 0.02 | - |
| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| MTD | 1.71% | 10.71% |
| 3M | 4.43% | 41.88% |
| 6M | -2.61% | 22.91% |
| YTD | 0.48% | 27.1% |
| 1Y | 31.04% | 82.29% |
| 3Y (ann.) | 9.55% | 64.73% |
| 5Y (ann.) | 9.55% | 64.73% |
| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| Max Drawdown | -23.18% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.71% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.47 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-10-11 | -23.18 | 120 |
| 2024-12-17 | 2025-07-17 | -19.30 | 211 |
| 2024-12-05 | 2024-12-15 | -8.03 | 10 |
| 2024-10-21 | 2024-11-13 | -3.29 | 23 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.6% | 18.93% |
| Worst Week | -6.28% | -12.33% |
| Best Month | 15.81% | 37.42% |
| Worst Month | -11.03% | -17.69% |
| Best Year | 10.29% | 38.02% |
| Worst Year | 0.48% | 27.1% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.95% | 7.15% |
| Avg. Down Week | -2.97% | -3.43% |
| Avg. Up Month | 5.47% | 14.47% |
| Avg. Down Month | -4.49% | -7.59% |
| Win Days % | 50.22% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |