| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 18.08% | 61.52% |
| Max Drawdown | -10.4% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 1.09 | 0.86 |
| Payoff Ratio | 1.35 | 1.33 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 0.6 | 1.07 |
| CPC Index | 0.88 | 0.76 |
| Tail Ratio | 0.45 | 0.97 |
| Outlier Win Ratio | 53.64 | 2.98 |
| Outlier Loss Ratio | 4.01 | 2.72 |
| Volatility (ann.) | 6.74% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.69 | 2.02 |
| Skew | 2.77 | 0.21 |
| Kurtosis | 45.85 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 3.76% |
| Expected Yearly % | 8.66% | 27.09% |
| Kelly Criterion | 10.54% | 15.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11382836:BTCUSD | 11382836:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.26 | 0.35 | - |
| 2025 | 17.02 | 4.25 | 0.25 | - |
| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.68% | 31.76% |
| 6M | 4.25% | 12.25% |
| YTD | 4.25% | 17.02% |
| 1Y | 18.08% | 57.19% |
| 3Y (ann.) | 17.55% | 59.47% |
| 5Y (ann.) | 17.55% | 59.47% |
| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| Max Drawdown | -10.4% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -1.86% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.74 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-04-22 | -10.40 | 183 |
| 2024-08-26 | 2024-09-17 | -3.20 | 22 |
| 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 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -5.34% | -12.33% |
| Best Month | 9.4% | 37.42% |
| Worst Month | -5.98% | -17.69% |
| Best Year | 13.26% | 38.02% |
| Worst Year | 4.25% | 17.02% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.62% | -0.63% |
| Avg. Up Week | 4.34% | 8.55% |
| Avg. Down Week | -2.42% | -4.3% |
| Avg. Up Month | 5.83% | 8.57% |
| Avg. Down Month | -5.98% | -2.09% |
| Win Days % | 48.54% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |