| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -8.76% | 75.42% |
| Max Drawdown | -27.6% | -29.51% |
| Sharpe | -0.17 | 0.63 |
| Sortino | -0.24 | 0.92 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 1.59 | 0.96 |
| Outlier Win Ratio | 41.4 | 3.0 |
| Outlier Loss Ratio | 3.23 | 3.11 |
| Volatility (ann.) | 9.25% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.28 | 2.19 |
| Skew | -0.82 | 0.2 |
| Kurtosis | 47.65 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.65% | 4.1% |
| Expected Yearly % | -4.48% | 32.45% |
| Kelly Criterion | -9.14% | -1.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11386574:BTCUSD | 11386574:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.65 | 0.20 | - |
| 2025 | 27.10 | -15.24 | -0.56 | - |
| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| MTD | 0.41% | 10.71% |
| 3M | 3.19% | 41.88% |
| 6M | -14.3% | 22.91% |
| YTD | -15.24% | 27.1% |
| 1Y | -5.19% | 82.29% |
| 3Y (ann.) | -7.82% | 64.73% |
| 5Y (ann.) | -7.82% | 64.73% |
| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| Max Drawdown | -27.6% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -5.12% | -4.71% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.32 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -27.60 | 211 |
| 2024-06-01 | 2024-08-20 | -6.29 | 79 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-11-12 | 2024-12-16 | -2.69 | 34 |
| 2024-09-20 | 2024-11-10 | -1.99 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -7.85% | -12.33% |
| Best Month | 10.34% | 37.42% |
| Worst Month | -13.31% | -17.69% |
| Best Year | 7.65% | 38.02% |
| Worst Year | -15.24% | 27.1% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.7% | 8.5% |
| Avg. Down Week | -3.4% | -4.59% |
| Avg. Up Month | 5.48% | 16.1% |
| Avg. Down Month | -5.84% | -7.59% |
| Win Days % | 47.72% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.74% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |