| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.07% | 61.52% |
| Max Drawdown | -15.56% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.6 | 0.86 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 46.0 | 3.08 |
| Outlier Loss Ratio | 3.32 | 2.77 |
| Volatility (ann.) | 7.76% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.75 | 2.02 |
| Skew | 0.85 | 0.21 |
| Kurtosis | 33.81 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.88% | 3.76% |
| Expected Yearly % | 5.86% | 27.09% |
| Kelly Criterion | 5.31% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11384017:BTCUSD | 11384017:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.06 | 0.45 | - |
| 2025 | 17.02 | -4.26 | -0.25 | - |
| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.81% | 31.76% |
| 6M | -4.26% | 12.25% |
| YTD | -4.26% | 17.02% |
| 1Y | 12.07% | 57.19% |
| 3Y (ann.) | 11.73% | 59.47% |
| 5Y (ann.) | 11.73% | 59.47% |
| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.78 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -15.56 | 146 |
| 2024-10-21 | 2025-01-15 | -8.76 | 86 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-12 | 2024-07-13 | -0.47 | 0 |
| 2024-08-25 | 2024-09-17 | -0.44 | 23 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -11.14% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -11.14% | -17.69% |
| Best Year | 17.06% | 38.02% |
| Worst Year | -4.26% | 17.02% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.72% | 8.11% |
| Avg. Down Week | -3.8% | -6.58% |
| Avg. Up Month | 5.39% | 8.57% |
| Avg. Down Month | -5.97% | -9.89% |
| Win Days % | 49.21% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |