| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -2.54% | 79.62% |
| Max Drawdown | -22.33% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.02 | 0.96 |
| Payoff Ratio | 0.97 | 0.91 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.47 | 0.52 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 32.0 | 3.08 |
| Outlier Loss Ratio | 3.73 | 3.19 |
| Volatility (ann.) | 9.05% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.1 | 2.33 |
| Skew | -0.61 | 0.2 |
| Kurtosis | 25.58 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.18% | 4.27% |
| Expected Yearly % | -1.28% | 34.02% |
| Kelly Criterion | -3.22% | -1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11375230:BTCUSD | 11375230:btcusd:triple_med_gx:lsma120_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.79 | 0.05 | - |
| 2025 | 30.14 | -4.25 | -0.14 | - |
| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| MTD | 7.84% | 13.36% |
| 3M | 11.06% | 45.08% |
| 6M | -3.14% | 28.47% |
| YTD | -4.25% | 30.14% |
| 1Y | 3.76% | 105.13% |
| 3Y (ann.) | -2.27% | 68.87% |
| 5Y (ann.) | -2.27% | 68.87% |
| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| Max Drawdown | -22.33% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -4.79% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.11 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -22.33 | 206 |
| 2024-07-04 | 2024-09-19 | -10.93 | 77 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-09-20 | 2024-09-26 | -2.47 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-19 | -0.61 | 21 |
| 2024-10-20 | 2024-10-20 | -0.24 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-11-21 | 2024-12-19 | -0.21 | 27 |
| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.92% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 9.94% | 37.42% |
| Worst Month | -7.91% | -17.69% |
| Best Year | 1.79% | 38.02% |
| Worst Year | -4.25% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.85% | 4.19% |
| Avg. Down Week | -2.74% | -4.04% |
| Avg. Up Month | 4.73% | 15.71% |
| Avg. Down Month | -4.89% | -7.93% |
| Win Days % | 49.25% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |