| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 8.46% | 61.52% |
| Max Drawdown | -14.82% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 50.13 | 3.08 |
| Outlier Loss Ratio | 3.22 | 2.77 |
| Volatility (ann.) | 7.53% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.56 | 2.02 |
| Skew | 0.54 | 0.21 |
| Kurtosis | 36.04 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.63% | 3.76% |
| Expected Yearly % | 4.15% | 27.09% |
| Kelly Criterion | 2.62% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11385366:BTCUSD | 11385366:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.35 | 0.27 | - |
| 2025 | 17.02 | -1.71 | -0.10 | - |
| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.89% | 31.76% |
| 6M | -1.71% | 12.25% |
| YTD | -1.71% | 17.02% |
| 1Y | 8.46% | 57.19% |
| 3Y (ann.) | 8.23% | 59.47% |
| 5Y (ann.) | 8.23% | 59.47% |
| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| Max Drawdown | -14.82% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -14.82 | 146 |
| 2024-10-21 | 2025-01-15 | -6.71 | 86 |
| 2024-08-25 | 2024-09-18 | -2.21 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 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 | -0.65 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -12.5% | -12.33% |
| Best Month | 10.41% | 37.42% |
| Worst Month | -12.5% | -17.69% |
| Best Year | 10.35% | 38.02% |
| Worst Year | -1.71% | 17.02% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.1% | 7.81% |
| Avg. Down Week | -3.53% | -6.58% |
| Avg. Up Month | 4.75% | 8.57% |
| Avg. Down Month | -12.5% | -17.69% |
| Win Days % | 48.57% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |