| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.19% | 61.52% |
| Max Drawdown | -12.46% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.81 | 0.86 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 0.37 | 1.07 |
| CPC Index | 0.77 | 0.67 |
| Tail Ratio | 0.29 | 0.97 |
| Outlier Win Ratio | 53.36 | 3.01 |
| Outlier Loss Ratio | 3.35 | 2.71 |
| Volatility (ann.) | 7.07% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.18 | 2.02 |
| Skew | 1.13 | 0.21 |
| Kurtosis | 42.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.09% | 3.76% |
| Expected Yearly % | 7.33% | 27.09% |
| Kelly Criterion | 8.15% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11386726:BTCUSD | 11386726:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.90 | 0.29 | - |
| 2025 | 17.02 | 3.86 | 0.23 | - |
| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.96% | 31.76% |
| 6M | 3.86% | 12.25% |
| YTD | 3.86% | 17.02% |
| 1Y | 15.19% | 57.19% |
| 3Y (ann.) | 14.76% | 59.47% |
| 5Y (ann.) | 14.76% | 59.47% |
| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| Max Drawdown | -12.46% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -12.46 | 146 |
| 2024-10-21 | 2025-01-14 | -5.42 | 85 |
| 2024-08-25 | 2024-09-18 | -2.62 | 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 |
| 2024-07-12 | 2024-08-21 | -0.82 | 40 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -9.91% | -12.33% |
| Best Month | 10.19% | 37.42% |
| Worst Month | -9.91% | -17.69% |
| Best Year | 10.9% | 38.02% |
| Worst Year | 3.86% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 4.05% | 5.96% |
| Avg. Down Week | -3.68% | -7.61% |
| Avg. Up Month | 5.03% | 8.57% |
| Avg. Down Month | -9.91% | -17.69% |
| Win Days % | 49.36% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |