| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 0.38% | 61.52% |
| Max Drawdown | -25.59% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.08 | 0.86 |
| Payoff Ratio | 1.06 | 1.09 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.33 | 0.97 |
| Outlier Win Ratio | 41.12 | 3.01 |
| Outlier Loss Ratio | 2.99 | 2.95 |
| Volatility (ann.) | 9.47% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.01 | 2.02 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 50.01 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.03% | 3.76% |
| Expected Yearly % | 0.19% | 27.09% |
| Kelly Criterion | -3.17% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11386597:BTCUSD | 11386597:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.20 | 0.43 | - |
| 2025 | 17.02 | -13.61 | -0.80 | - |
| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.7% | 31.76% |
| 6M | -22.03% | 12.25% |
| YTD | -13.61% | 17.02% |
| 1Y | 0.03% | 57.19% |
| 3Y (ann.) | 0.37% | 59.47% |
| 5Y (ann.) | 0.37% | 59.47% |
| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| Max Drawdown | -25.59% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.01 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.59 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-10 | -3.43 | 51 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-08-22 | 2024-09-17 | -1.04 | 26 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 19.98% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 19.98% | 37.42% |
| Worst Month | -11.39% | -17.69% |
| Best Year | 16.2% | 38.02% |
| Worst Year | -13.61% | 17.02% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.94% | -0.93% |
| Avg. Up Week | 5.8% | 9.47% |
| Avg. Down Week | -3.51% | -4.41% |
| Avg. Up Month | 10.52% | 19.63% |
| Avg. Down Month | -7.37% | -7.67% |
| Win Days % | 46.91% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |