| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.28% | 61.52% |
| Max Drawdown | -25.53% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.61 | 0.97 |
| Outlier Win Ratio | 38.56 | 3.0 |
| Outlier Loss Ratio | 3.15 | 3.05 |
| Volatility (ann.) | 9.46% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.09 | 2.02 |
| Skew | 0.15 | 0.21 |
| Kurtosis | 37.83 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.18% | 3.76% |
| Expected Yearly % | -1.15% | 27.09% |
| Kelly Criterion | -4.88% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11385184:BTCUSD | 11385184:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.05 | 0.24 | - |
| 2025 | 17.02 | -10.39 | -0.61 | - |
| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.84% | 31.76% |
| 6M | -15.98% | 12.25% |
| YTD | -10.39% | 17.02% |
| 1Y | -2.09% | 57.19% |
| 3Y (ann.) | -2.22% | 59.47% |
| 5Y (ann.) | -2.22% | 59.47% |
| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | -0.09 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.53 | 175 |
| 2024-07-04 | 2024-09-19 | -8.01 | 76 |
| 2024-11-12 | 2024-12-16 | -2.69 | 34 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-11-09 | 2024-11-09 | -0.52 | 0 |
| 2024-06-01 | 2024-07-04 | -0.37 | 33 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 12.86% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 12.86% | 37.42% |
| Worst Month | -8.72% | -17.69% |
| Best Year | 9.05% | 38.02% |
| Worst Year | -10.39% | 17.02% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 3.98% | 8.63% |
| Avg. Down Week | -3.2% | -4.65% |
| Avg. Up Month | 8.11% | 17.44% |
| Avg. Down Month | -3.91% | -7.59% |
| Win Days % | 48.18% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |