| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 16.57% | 61.52% |
| Max Drawdown | -17.31% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.68 | 0.86 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 2.26 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.89 | 0.97 |
| Outlier Win Ratio | 36.48 | 3.11 |
| Outlier Loss Ratio | 3.13 | 2.89 |
| Volatility (ann.) | 9.41% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.93 | 2.02 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 40.8 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.19% | 3.76% |
| Expected Yearly % | 7.97% | 27.09% |
| Kelly Criterion | 6.74% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11383858:BTCUSD | 11383858:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.79 | 0.47 | - |
| 2025 | 17.02 | -1.03 | -0.06 | - |
| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.16% | 31.76% |
| 6M | -9.32% | 12.25% |
| YTD | -1.03% | 17.02% |
| 1Y | 16.57% | 57.19% |
| 3Y (ann.) | 16.1% | 59.47% |
| 5Y (ann.) | 16.1% | 59.47% |
| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| Max Drawdown | -17.31% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.96 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -17.31 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -2.92 | 20 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| 2024-08-22 | 2024-09-17 | -2.68 | 26 |
| 2024-11-12 | 2024-11-13 | -2.34 | 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 |
| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 20.28% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 20.28% | 37.42% |
| Worst Month | -8.38% | -17.69% |
| Best Year | 17.79% | 38.02% |
| Worst Year | -1.03% | 17.02% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 5.04% | 9.28% |
| Avg. Down Week | -2.94% | -3.6% |
| Avg. Up Month | 11.0% | 19.63% |
| Avg. Down Month | -8.38% | -3.23% |
| Win Days % | 50.9% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |