| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 25.11% | 61.52% |
| Max Drawdown | -20.16% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 1.0 | 0.86 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 2.27 | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.73 | 0.97 |
| Outlier Win Ratio | 38.62 | 3.17 |
| Outlier Loss Ratio | 3.07 | 2.83 |
| Volatility (ann.) | 9.25% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.21 | 2.02 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 40.17 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.74% | 3.76% |
| Expected Yearly % | 11.85% | 27.09% |
| Kelly Criterion | 9.85% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11383907:BTCUSD | 11383907:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.66 | 0.52 | - |
| 2025 | 17.02 | 4.55 | 0.27 | - |
| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.61% | 31.76% |
| 6M | -5.29% | 12.25% |
| YTD | 4.55% | 17.02% |
| 1Y | 25.11% | 57.19% |
| 3Y (ann.) | 24.37% | 59.47% |
| 5Y (ann.) | 24.37% | 59.47% |
| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| Max Drawdown | -20.16% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -20.16 | 211 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-10 | -3.25 | 51 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-16 | 2024-09-17 | -1.00 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-19 | 2024-08-19 | -0.32 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -9.41% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -9.41% | -17.69% |
| Best Year | 19.66% | 38.02% |
| Worst Year | 4.55% | 17.02% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 6.18% | 8.14% |
| Avg. Down Week | -3.5% | -4.46% |
| Avg. Up Month | 11.27% | 19.63% |
| Avg. Down Month | -5.53% | -10.46% |
| Win Days % | 51.5% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |