| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 11.69% | 61.52% |
| Max Drawdown | -15.95% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 2.15 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.85 | 0.97 |
| Outlier Win Ratio | 43.58 | 3.08 |
| Outlier Loss Ratio | 3.75 | 2.98 |
| Volatility (ann.) | 7.99% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.71 | 2.02 |
| Skew | 0.17 | 0.21 |
| Kurtosis | 33.05 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.85% | 3.76% |
| Expected Yearly % | 5.68% | 27.09% |
| Kelly Criterion | 2.24% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11382062:BTCUSD | 11382062:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.79 | 0.52 | - |
| 2025 | 17.02 | -6.76 | -0.40 | - |
| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.01% | 31.76% |
| 6M | -6.72% | 12.25% |
| YTD | -6.76% | 17.02% |
| 1Y | 11.69% | 57.19% |
| 3Y (ann.) | 11.36% | 59.47% |
| 5Y (ann.) | 11.36% | 59.47% |
| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.64% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.73 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -15.95 | 144 |
| 2024-11-23 | 2025-01-14 | -5.85 | 52 |
| 2024-07-29 | 2024-08-23 | -5.61 | 25 |
| 2024-09-29 | 2024-11-19 | -4.58 | 50 |
| 2024-07-24 | 2024-07-25 | -2.15 | 1 |
| 2024-08-30 | 2024-09-26 | -1.81 | 26 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-08-24 | 2024-08-30 | -0.44 | 6 |
| 2025-01-14 | 2025-01-17 | -0.33 | 2 |
| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -6.97% | -12.33% |
| Best Month | 11.16% | 37.42% |
| Worst Month | -6.97% | -17.69% |
| Best Year | 19.79% | 38.02% |
| Worst Year | -6.76% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.49% | 8.78% |
| Avg. Down Week | -2.2% | -5.53% |
| Avg. Up Month | 5.28% | 16.08% |
| Avg. Down Month | -6.05% | -9.89% |
| Win Days % | 49.53% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 51.72% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |