| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 35.98% | 79.62% |
| Max Drawdown | -16.91% | -29.51% |
| Sharpe | 0.73 | 0.65 |
| Sortino | 1.13 | 0.96 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 2.24 | 1.08 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.73 | 0.98 |
| Outlier Win Ratio | 28.88 | 3.22 |
| Outlier Loss Ratio | 3.43 | 3.01 |
| Volatility (ann.) | 10.05% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.87 | 2.33 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 31.63 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 2.22% | 4.27% |
| Expected Yearly % | 16.61% | 34.02% |
| Kelly Criterion | 10.15% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11380091:BTCUSD | 11380091:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.62 | 0.44 | - |
| 2025 | 30.14 | 16.60 | 0.55 | - |
| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| MTD | 1.36% | 13.36% |
| 3M | 7.35% | 45.08% |
| 6M | 21.48% | 28.47% |
| YTD | 16.6% | 30.14% |
| 1Y | 34.73% | 105.13% |
| 3Y (ann.) | 31.65% | 68.87% |
| 5Y (ann.) | 31.65% | 68.87% |
| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| Max Drawdown | -16.91% | -29.51% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.13 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-21 | -16.91 | 124 |
| 2025-05-19 | 2025-07-14 | -6.20 | 56 |
| 2024-08-22 | 2024-09-17 | -4.20 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-10-20 | -3.06 | 30 |
| 2024-10-21 | 2024-11-10 | -2.91 | 20 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 20.7% | 18.93% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 20.7% | 37.42% |
| Worst Month | -9.62% | -17.69% |
| Best Year | 16.62% | 38.02% |
| Worst Year | 16.6% | 30.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.65% | 7.65% |
| Avg. Down Week | -3.44% | -4.96% |
| Avg. Up Month | 7.61% | 15.07% |
| Avg. Down Month | -9.62% | -3.23% |
| Win Days % | 52.4% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 59.09% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |