| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -11.24% | 75.42% |
| Max Drawdown | -26.87% | -29.51% |
| Sharpe | -0.27 | 0.63 |
| Sortino | -0.36 | 0.92 |
| Payoff Ratio | 0.9 | 0.91 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.68 | 1.06 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 0.77 | 0.96 |
| Outlier Win Ratio | 49.45 | 2.94 |
| Outlier Loss Ratio | 3.29 | 3.07 |
| Volatility (ann.) | 8.48% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.37 | 2.19 |
| Skew | -1.05 | 0.2 |
| Kurtosis | 58.21 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.85% | 4.1% |
| Expected Yearly % | -5.79% | 32.45% |
| Kelly Criterion | -12.07% | -0.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11388009:BTCUSD | 11388009:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.24 | 0.09 | - |
| 2025 | 27.10 | -14.03 | -0.52 | - |
| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| MTD | 0.04% | 10.71% |
| 3M | 2.19% | 41.88% |
| 6M | -15.03% | 22.91% |
| YTD | -14.03% | 27.1% |
| 1Y | -13.5% | 82.29% |
| 3Y (ann.) | -10.05% | 64.73% |
| 5Y (ann.) | -10.05% | 64.73% |
| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| Max Drawdown | -26.87% | -29.51% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -5.82% | -4.71% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.42 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-17 | -26.87 | 247 |
| 2024-08-20 | 2024-09-19 | -3.68 | 30 |
| 2024-09-20 | 2024-11-11 | -1.74 | 52 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-07-06 | -1.22 | 34 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 8.57% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 9.61% | 37.42% |
| Worst Month | -12.93% | -17.69% |
| Best Year | 3.24% | 38.02% |
| Worst Year | -14.03% | 27.1% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.63% | 8.65% |
| Avg. Down Week | -3.38% | -4.4% |
| Avg. Up Month | 4.18% | 13.93% |
| Avg. Down Month | -5.52% | -7.82% |
| Win Days % | 46.95% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 42.31% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |