| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.46% | 79.62% |
| Max Drawdown | -18.56% | -29.51% |
| Sharpe | 0.46 | 0.65 |
| Sortino | 0.7 | 0.96 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 2.39 | 1.08 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.99 | 0.98 |
| Outlier Win Ratio | 34.31 | 3.17 |
| Outlier Loss Ratio | 3.39 | 3.06 |
| Volatility (ann.) | 9.53% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.93 | 2.33 |
| Skew | 1.03 | 0.2 |
| Kurtosis | 38.09 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.28% | 4.27% |
| Expected Yearly % | 9.3% | 34.02% |
| Kelly Criterion | 6.48% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11383882:BTCUSD | 11383882:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.51 | 0.54 | - |
| 2025 | 30.14 | -0.87 | -0.03 | - |
| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| MTD | 1.36% | 13.36% |
| 3M | 1.35% | 45.08% |
| 6M | 6.97% | 28.47% |
| YTD | -0.87% | 30.14% |
| 1Y | 19.46% | 105.13% |
| 3Y (ann.) | 17.24% | 68.87% |
| 5Y (ann.) | 17.24% | 68.87% |
| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| Max Drawdown | -18.56% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.92% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.56 | 208 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -2.91 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-08-22 | 2024-09-17 | -1.95 | 26 |
| 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 | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 20.7% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 20.7% | 37.42% |
| Worst Month | -7.98% | -17.69% |
| Best Year | 20.51% | 38.02% |
| Worst Year | -0.87% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.46% | 8.21% |
| Avg. Down Week | -2.59% | -4.16% |
| Avg. Up Month | 10.27% | 18.06% |
| Avg. Down Month | -4.61% | -10.46% |
| Win Days % | 52.17% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |