| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 32.03% | 61.52% |
| Max Drawdown | -17.64% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.22 | 0.86 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 2.74 | 1.07 |
| CPC Index | 0.88 | 0.69 |
| Tail Ratio | 1.99 | 0.97 |
| Outlier Win Ratio | 36.72 | 3.19 |
| Outlier Loss Ratio | 3.06 | 2.81 |
| Volatility (ann.) | 9.36% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.76 | 2.02 |
| Skew | 1.24 | 0.21 |
| Kurtosis | 37.67 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.16% | 3.76% |
| Expected Yearly % | 14.91% | 27.09% |
| Kelly Criterion | 13.5% | 12.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11382600:BTCUSD | 11382600:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.24 | 0.45 | - |
| 2025 | 17.02 | 12.62 | 0.74 | - |
| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.93% | 31.76% |
| 6M | 2.1% | 12.25% |
| YTD | 12.62% | 17.02% |
| 1Y | 32.03% | 57.19% |
| 3Y (ann.) | 31.06% | 59.47% |
| 5Y (ann.) | 31.06% | 59.47% |
| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| Max Drawdown | -17.64% | -29.51% |
| Longest DD Days | 161.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-04-22 | -17.64 | 161 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -3.21 | 20 |
| 2024-09-15 | 2024-09-17 | -2.97 | 2 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 27 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -9.34% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 17.24% | 38.02% |
| Worst Year | 12.62% | 17.02% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 5.77% | 8.14% |
| Avg. Down Week | -3.47% | -4.71% |
| Avg. Up Month | 10.25% | 19.63% |
| Avg. Down Month | -5.22% | -10.46% |
| Win Days % | 52.66% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |