| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 8.96% | 79.62% |
| Max Drawdown | -21.24% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.32 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 27.46 | 3.23 |
| Outlier Loss Ratio | 3.59 | 3.29 |
| Volatility (ann.) | 10.78% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.38 | 2.33 |
| Skew | -0.82 | 0.2 |
| Kurtosis | 31.31 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.61% | 4.27% |
| Expected Yearly % | 4.39% | 34.02% |
| Kelly Criterion | 0.64% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11380023:BTCUSD | 11380023:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.10 | 0.16 | - |
| 2025 | 30.14 | 2.70 | 0.09 | - |
| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| MTD | 2.46% | 13.36% |
| 3M | 7.59% | 45.08% |
| 6M | 6.63% | 28.47% |
| YTD | 2.7% | 30.14% |
| 1Y | 18.69% | 105.13% |
| 3Y (ann.) | 7.98% | 68.87% |
| 5Y (ann.) | 7.98% | 68.87% |
| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| Max Drawdown | -21.24% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -7.28% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.24 | 208 |
| 2024-07-02 | 2024-11-10 | -11.88 | 130 |
| 2024-11-12 | 2024-12-16 | -2.34 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.45% | 18.93% |
| Worst Week | -9.07% | -12.33% |
| Best Month | 15.02% | 37.42% |
| Worst Month | -8.2% | -17.69% |
| Best Year | 6.1% | 38.02% |
| Worst Year | 2.7% | 30.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 3.05% | 6.95% |
| Avg. Down Week | -3.32% | -4.88% |
| Avg. Up Month | 6.19% | 15.71% |
| Avg. Down Month | -3.16% | -10.46% |
| Win Days % | 49.86% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |