| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.69% | 79.62% |
| Max Drawdown | -17.23% | -29.51% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.51 | 0.96 |
| Payoff Ratio | 0.98 | 0.89 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 2.23 | 1.08 |
| CPC Index | 0.58 | 0.51 |
| Tail Ratio | 1.97 | 0.98 |
| Outlier Win Ratio | 34.55 | 3.06 |
| Outlier Loss Ratio | 3.77 | 3.14 |
| Volatility (ann.) | 8.44% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.65 | 2.33 |
| Skew | -0.21 | 0.2 |
| Kurtosis | 28.38 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.86% | 4.27% |
| Expected Yearly % | 6.15% | 34.02% |
| Kelly Criterion | 3.86% | -2.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11378320:BTCUSD | 11378320:btcusd:triple_med_gx:lsma120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.71 | 0.26 | - |
| 2025 | 30.14 | 2.72 | 0.09 | - |
| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| MTD | 5.17% | 13.36% |
| 3M | 13.36% | 45.08% |
| 6M | 3.18% | 28.47% |
| YTD | 2.72% | 30.14% |
| 1Y | 11.7% | 105.13% |
| 3Y (ann.) | 11.28% | 68.87% |
| 5Y (ann.) | 11.28% | 68.87% |
| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| Max Drawdown | -17.23% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.71% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -17.23 | 233 |
| 2024-09-28 | 2024-11-21 | -7.38 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2024-07-29 | 2024-08-18 | -4.11 | 20 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 8.95% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 9.71% | 38.02% |
| Worst Year | 2.72% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 3.81% | 4.83% |
| Avg. Down Week | -2.77% | -4.72% |
| Avg. Up Month | 4.6% | 14.41% |
| Avg. Down Month | -2.95% | -7.67% |
| Win Days % | 52.33% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |