| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.21% | 79.62% |
| Max Drawdown | -17.25% | -29.51% |
| Sharpe | 0.37 | 0.65 |
| Sortino | 0.52 | 0.96 |
| Payoff Ratio | 0.98 | 0.89 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 2.31 | 1.08 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | 2.0 | 0.98 |
| Outlier Win Ratio | 39.83 | 3.02 |
| Outlier Loss Ratio | 3.96 | 3.1 |
| Volatility (ann.) | 7.8% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.63 | 2.33 |
| Skew | -0.41 | 0.2 |
| Kurtosis | 35.2 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.83% | 4.27% |
| Expected Yearly % | 5.93% | 34.02% |
| Kelly Criterion | 4.36% | -2.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11379446:BTCUSD | 11379446:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.55 | 0.20 | - |
| 2025 | 30.14 | 4.33 | 0.14 | - |
| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| MTD | 7.29% | 13.36% |
| 3M | 18.62% | 45.08% |
| 6M | 3.67% | 28.47% |
| YTD | 4.33% | 30.14% |
| 1Y | 11.23% | 105.13% |
| 3Y (ann.) | 10.86% | 68.87% |
| 5Y (ann.) | 10.86% | 68.87% |
| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| Max Drawdown | -17.25% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.71 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -17.25 | 233 |
| 2024-09-28 | 2024-11-20 | -6.39 | 53 |
| 2024-07-22 | 2024-07-26 | -5.43 | 4 |
| 2024-07-29 | 2024-08-28 | -4.58 | 30 |
| 2024-08-29 | 2024-09-27 | -3.45 | 28 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446: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 | 9.9% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | 7.55% | 38.02% |
| Worst Year | 4.33% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 3.69% | 5.27% |
| Avg. Down Week | -3.25% | -4.78% |
| Avg. Up Month | 5.71% | 17.38% |
| Avg. Down Month | -4.13% | -7.67% |
| Win Days % | 52.73% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |