| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.26% | 79.62% |
| Max Drawdown | -12.36% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.35 | 0.96 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 29.72 | 3.18 |
| Outlier Loss Ratio | 4.35 | 3.21 |
| Volatility (ann.) | 9.34% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.6 | 2.33 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 23.43 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.57% | 4.27% |
| Expected Yearly % | 4.05% | 34.02% |
| Kelly Criterion | 1.21% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11376116:BTCUSD | 11376116:btcusd:triple_med_gx:lsma200_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.87 | 0.10 | - |
| 2025 | 30.14 | 4.23 | 0.14 | - |
| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 11.77% | 45.08% |
| 6M | 6.19% | 28.47% |
| YTD | 4.23% | 30.14% |
| 1Y | 8.82% | 105.13% |
| 3Y (ann.) | 7.36% | 68.87% |
| 5Y (ann.) | 7.36% | 68.87% |
| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| Max Drawdown | -12.36% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -4.76% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.67 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-07-14 | -12.36 | 234 |
| 2024-07-27 | 2024-09-26 | -9.75 | 60 |
| 2024-09-28 | 2024-11-21 | -7.52 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-01 | 2024-07-19 | -0.69 | 48 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 10.87% | 37.42% |
| Worst Month | -5.91% | -17.69% |
| Best Year | 4.23% | 38.02% |
| Worst Year | 3.87% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 2.92% | 5.72% |
| Avg. Down Week | -3.2% | -4.51% |
| Avg. Up Month | 4.26% | 13.74% |
| Avg. Down Month | -3.43% | -8.96% |
| Win Days % | 46.2% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.52% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |