| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 5.99% | 79.62% |
| Max Drawdown | -15.8% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.28 | 0.96 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 33.04 | 3.06 |
| Outlier Loss Ratio | 3.95 | 3.11 |
| Volatility (ann.) | 8.64% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.34 | 2.33 |
| Skew | -0.14 | 0.2 |
| Kurtosis | 26.14 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.42% | 4.27% |
| Expected Yearly % | 2.95% | 34.02% |
| Kelly Criterion | 0.26% | 3.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11375176:BTCUSD | 11375176:btcusd:triple_med_gx:lsma120_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.88 | 0.10 | - |
| 2025 | 30.14 | 2.03 | 0.07 | - |
| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 10.84% | 45.08% |
| 6M | 3.96% | 28.47% |
| YTD | 2.03% | 30.14% |
| 1Y | 12.84% | 105.13% |
| 3Y (ann.) | 5.34% | 68.87% |
| 5Y (ann.) | 5.34% | 68.87% |
| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| Max Drawdown | -15.8% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -4.5% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -15.80 | 206 |
| 2024-07-04 | 2024-09-19 | -9.75 | 77 |
| 2024-10-21 | 2024-11-21 | -5.11 | 31 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-27 | 2024-10-20 | -1.22 | 23 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| 2024-12-19 | 2024-12-19 | -0.18 | 0 |
| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -6.07% | -12.33% |
| Best Month | 11.07% | 37.42% |
| Worst Month | -5.33% | -17.69% |
| Best Year | 3.88% | 38.02% |
| Worst Year | 2.03% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.67% | 4.01% |
| Avg. Down Week | -2.57% | -4.62% |
| Avg. Up Month | 5.9% | 16.67% |
| Avg. Down Month | -3.39% | -7.93% |
| Win Days % | 48.29% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |