| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 19.1% | 79.62% |
| Max Drawdown | -13.36% | -29.51% |
| Sharpe | 0.48 | 0.65 |
| Sortino | 0.68 | 0.96 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 3.02 | 1.08 |
| CPC Index | 0.61 | 0.52 |
| Tail Ratio | 2.51 | 0.98 |
| Outlier Win Ratio | 34.76 | 3.06 |
| Outlier Loss Ratio | 3.67 | 3.13 |
| Volatility (ann.) | 8.87% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.27 | 2.33 |
| Skew | -1.0 | 0.2 |
| Kurtosis | 48.96 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.26% | 4.27% |
| Expected Yearly % | 9.13% | 34.02% |
| Kelly Criterion | 5.13% | -1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11378376:BTCUSD | 11378376:btcusd:triple_med_gx:lsma120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.65 | 0.28 | - |
| 2025 | 30.14 | 7.64 | 0.25 | - |
| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 12.97% | 45.08% |
| 6M | 5.69% | 28.47% |
| YTD | 7.64% | 30.14% |
| 1Y | 17.07% | 105.13% |
| 3Y (ann.) | 16.93% | 68.87% |
| 5Y (ann.) | 16.93% | 68.87% |
| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| Max Drawdown | -13.36% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -2.56% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-02 | -13.36 | 97 |
| 2024-09-28 | 2024-11-21 | -6.21 | 53 |
| 2024-07-27 | 2024-09-19 | -5.23 | 53 |
| 2024-07-22 | 2024-07-26 | -5.21 | 4 |
| 2024-11-23 | 2025-01-10 | -4.61 | 48 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-05-02 | 2025-07-02 | -1.76 | 60 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2025-01-10 | 2025-01-15 | -1.72 | 5 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 8.97% | 37.42% |
| Worst Month | -3.14% | -17.69% |
| Best Year | 10.65% | 38.02% |
| Worst Year | 7.64% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.19% | 4.86% |
| Avg. Down Week | -2.95% | -4.84% |
| Avg. Up Month | 4.34% | 15.51% |
| Avg. Down Month | -1.81% | -9.5% |
| Win Days % | 54.33% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |