| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 26.88% | 75.42% |
| Max Drawdown | -18.25% | -29.51% |
| Sharpe | 0.61 | 0.63 |
| Sortino | 0.93 | 0.92 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 3.0 | 1.06 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 2.35 | 0.96 |
| Outlier Win Ratio | 34.74 | 3.18 |
| Outlier Loss Ratio | 3.34 | 3.01 |
| Volatility (ann.) | 9.42% | 24.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.29 | 2.19 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 39.49 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.71% | 4.1% |
| Expected Yearly % | 12.64% | 32.45% |
| Kelly Criterion | 10.07% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11385231:BTCUSD | 11385231:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.21 | 0.64 | - |
| 2025 | 27.10 | 2.15 | 0.08 | - |
| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| MTD | 1.36% | 10.71% |
| 3M | 5.43% | 41.88% |
| 6M | 6.88% | 22.91% |
| YTD | 2.15% | 27.1% |
| 1Y | 26.88% | 82.29% |
| 3Y (ann.) | 23.54% | 64.73% |
| 5Y (ann.) | 23.54% | 64.73% |
| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| Max Drawdown | -18.25% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.47 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -18.25 | 211 |
| 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 |
| 2024-08-22 | 2024-09-17 | -1.92 | 25 |
| 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 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 20.7% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 20.7% | 37.42% |
| Worst Month | -7.36% | -17.69% |
| Best Year | 24.21% | 38.02% |
| Worst Year | 2.15% | 27.1% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 5.6% | 8.21% |
| Avg. Down Week | -2.56% | -4.28% |
| Avg. Up Month | 10.26% | 17.4% |
| Avg. Down Month | -5.41% | -10.46% |
| Win Days % | 52.85% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |