| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.8% | 79.62% |
| Max Drawdown | -24.12% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.07 | 0.96 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 35.01 | 3.06 |
| Outlier Loss Ratio | 3.6 | 3.19 |
| Volatility (ann.) | 8.86% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.14 | 2.33 |
| Skew | -0.63 | 0.2 |
| Kurtosis | 28.11 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.28% | 4.27% |
| Expected Yearly % | -1.92% | 34.02% |
| Kelly Criterion | -3.67% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11377243:BTCUSD | 11377243:btcusd:triple_med_gx:lsma120_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.74 | 0.15 | - |
| 2025 | 30.14 | -9.03 | -0.30 | - |
| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| MTD | 6.06% | 13.36% |
| 3M | 12.31% | 45.08% |
| 6M | -8.03% | 28.47% |
| YTD | -9.03% | 30.14% |
| 1Y | -0.73% | 105.13% |
| 3Y (ann.) | -3.41% | 68.87% |
| 5Y (ann.) | -3.41% | 68.87% |
| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| Max Drawdown | -24.12% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -6.88% | -4.58% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -24.12 | 233 |
| 2024-07-04 | 2024-07-29 | -7.04 | 24 |
| 2024-09-28 | 2024-11-20 | -6.26 | 53 |
| 2024-07-29 | 2024-09-18 | -6.07 | 51 |
| 2024-09-20 | 2024-09-27 | -3.23 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -6.51% | -12.33% |
| Best Month | 8.78% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 5.74% | 38.02% |
| Worst Year | -9.03% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.68% | 5.24% |
| Avg. Down Week | -2.7% | -4.85% |
| Avg. Up Month | 5.63% | 16.67% |
| Avg. Down Month | -4.43% | -7.93% |
| Win Days % | 50.32% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |