| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.45% | 79.62% |
| Max Drawdown | -12.43% | -29.51% |
| Sharpe | 0.47 | 0.65 |
| Sortino | 0.69 | 0.96 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 2.76 | 1.08 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 2.33 | 0.98 |
| Outlier Win Ratio | 36.57 | 3.04 |
| Outlier Loss Ratio | 4.23 | 3.03 |
| Volatility (ann.) | 7.94% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.17 | 2.33 |
| Skew | 0.26 | 0.2 |
| Kurtosis | 28.19 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.09% | 4.27% |
| Expected Yearly % | 7.91% | 34.02% |
| Kelly Criterion | 1.83% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11379669:BTCUSD | 11379669:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.07 | 0.42 | - |
| 2025 | 30.14 | 0.33 | 0.01 | - |
| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.29% | 45.08% |
| 6M | -0.33% | 28.47% |
| YTD | 0.33% | 30.14% |
| 1Y | 17.39% | 105.13% |
| 3Y (ann.) | 14.6% | 68.87% |
| 5Y (ann.) | 14.6% | 68.87% |
| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| Max Drawdown | -12.43% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.32 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -12.43 | 169 |
| 2024-07-29 | 2024-11-10 | -6.75 | 104 |
| 2024-12-17 | 2025-01-14 | -4.81 | 27 |
| 2024-07-07 | 2024-07-26 | -4.72 | 19 |
| 2024-11-23 | 2024-12-16 | -1.99 | 23 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 13.82% | 37.42% |
| Worst Month | -4.96% | -17.69% |
| Best Year | 16.07% | 38.02% |
| Worst Year | 0.33% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.66% | 7.25% |
| Avg. Down Week | -2.49% | -6.84% |
| Avg. Up Month | 3.62% | 14.14% |
| Avg. Down Month | -3.21% | -9.5% |
| Win Days % | 48.62% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 63.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |