| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 2.41% | 75.42% |
| Max Drawdown | -24.17% | -29.51% |
| Sharpe | 0.1 | 0.63 |
| Sortino | 0.15 | 0.92 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.31 | 0.96 |
| Outlier Win Ratio | 35.93 | 3.13 |
| Outlier Loss Ratio | 3.47 | 3.19 |
| Volatility (ann.) | 9.5% | 24.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.09 | 2.19 |
| Skew | 0.14 | 0.2 |
| Kurtosis | 35.04 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 4.1% |
| Expected Yearly % | 1.2% | 32.45% |
| Kelly Criterion | -1.81% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11385163:BTCUSD | 11385163:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.56 | 0.17 | - |
| 2025 | 27.10 | -3.90 | -0.14 | - |
| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| MTD | 2.8% | 10.71% |
| 3M | 10.24% | 41.88% |
| 6M | 8.68% | 22.91% |
| YTD | -3.9% | 27.1% |
| 1Y | 10.29% | 82.29% |
| 3Y (ann.) | 2.13% | 64.73% |
| 5Y (ann.) | 2.13% | 64.73% |
| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| Max Drawdown | -24.17% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.54% | -4.71% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | 0.1 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -24.17 | 211 |
| 2024-06-01 | 2024-11-10 | -10.58 | 161 |
| 2024-11-12 | 2024-12-16 | -2.34 | 34 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.29% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 14.29% | 37.42% |
| Worst Month | -12.88% | -17.69% |
| Best Year | 6.56% | 38.02% |
| Worst Year | -3.9% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.5% | 5.97% |
| Avg. Down Week | -3.23% | -4.59% |
| Avg. Up Month | 6.47% | 15.27% |
| Avg. Down Month | -1.87% | -7.82% |
| Win Days % | 48.15% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |