| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 12.69% | 61.52% |
| Max Drawdown | -18.62% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.5 | 0.86 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.48 | 0.97 |
| Outlier Win Ratio | 31.82 | 3.12 |
| Outlier Loss Ratio | 3.42 | 3.09 |
| Volatility (ann.) | 10.04% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.66 | 2.02 |
| Skew | 0.21 | 0.21 |
| Kurtosis | 31.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.92% | 3.76% |
| Expected Yearly % | 6.15% | 27.09% |
| Kelly Criterion | 3.31% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11382507:BTCUSD | 11382507:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.09 | 0.11 | - |
| 2025 | 17.02 | 8.25 | 0.48 | - |
| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.98% | 31.76% |
| 6M | 0.23% | 12.25% |
| YTD | 8.25% | 17.02% |
| 1Y | 12.69% | 57.19% |
| 3Y (ann.) | 12.33% | 59.47% |
| 5Y (ann.) | 12.33% | 59.47% |
| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| Max Drawdown | -18.62% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -5.86% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.68 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-22 | -18.62 | 155 |
| 2024-07-03 | 2024-11-10 | -10.38 | 130 |
| 2024-11-12 | 2024-12-16 | -2.65 | 34 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.45% | 18.93% |
| Worst Week | -7.52% | -12.33% |
| Best Month | 15.07% | 37.42% |
| Worst Month | -7.42% | -17.69% |
| Best Year | 8.25% | 38.02% |
| Worst Year | 4.09% | 17.02% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.25% | 7.65% |
| Avg. Down Week | -3.32% | -5.32% |
| Avg. Up Month | 6.86% | 16.18% |
| Avg. Down Month | -3.72% | -5.98% |
| Win Days % | 49.04% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |