| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 26.85% | 61.52% |
| Max Drawdown | -17.93% | -29.51% |
| Sharpe | 0.64 | 0.59 |
| Sortino | 0.99 | 0.86 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 2.16 | 1.07 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | 1.69 | 0.97 |
| Outlier Win Ratio | 32.57 | 3.12 |
| Outlier Loss Ratio | 3.18 | 2.89 |
| Volatility (ann.) | 9.85% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.45 | 2.02 |
| Skew | 1.11 | 0.21 |
| Kurtosis | 35.64 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.85% | 3.76% |
| Expected Yearly % | 12.63% | 27.09% |
| Kelly Criterion | 8.88% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11381311:BTCUSD | 11381311:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.66 | 0.39 | - |
| 2025 | 17.02 | 10.63 | 0.62 | - |
| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 13.78% | 31.76% |
| 6M | -0.02% | 12.25% |
| YTD | 10.63% | 17.02% |
| 1Y | 26.85% | 57.19% |
| 3Y (ann.) | 26.04% | 59.47% |
| 5Y (ann.) | 26.04% | 59.47% |
| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| Max Drawdown | -17.93% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.23% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.5 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -17.93 | 175 |
| 2024-08-22 | 2024-09-17 | -4.45 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-10-20 | -3.13 | 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 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311: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 | 14.66% | 38.02% |
| Worst Year | 10.63% | 17.02% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 5.97% | 9.11% |
| Avg. Down Week | -4.2% | -5.54% |
| Avg. Up Month | 11.83% | 19.63% |
| Avg. Down Month | -9.62% | -3.23% |
| Win Days % | 50.85% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |