| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -8.37% | 61.52% |
| Max Drawdown | -25.45% | -29.51% |
| Sharpe | -0.19 | 0.59 |
| Sortino | -0.26 | 0.86 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 0.28 | 1.07 |
| CPC Index | 0.42 | 0.56 |
| Tail Ratio | 0.31 | 0.97 |
| Outlier Win Ratio | 46.93 | 2.92 |
| Outlier Loss Ratio | 2.89 | 2.98 |
| Volatility (ann.) | 9.08% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.32 | 2.02 |
| Skew | -0.29 | 0.21 |
| Kurtosis | 56.18 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.67% | 3.76% |
| Expected Yearly % | -4.28% | 27.09% |
| Kelly Criterion | -8.49% | 2.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11388032:BTCUSD | 11388032:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.46 | 0.12 | - |
| 2025 | 17.02 | -12.28 | -0.72 | - |
| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.98% | 31.76% |
| 6M | -21.81% | 12.25% |
| YTD | -12.28% | 17.02% |
| 1Y | -8.06% | 57.19% |
| 3Y (ann.) | -8.16% | 59.47% |
| 5Y (ann.) | -8.16% | 59.47% |
| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| Max Drawdown | -25.45% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -5.14% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.33 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.45 | 175 |
| 2024-06-02 | 2024-09-18 | -3.55 | 108 |
| 2024-09-20 | 2024-11-11 | -3.00 | 52 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-12-17 | 2024-12-17 | -0.19 | 0 |
| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 14.46% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 14.46% | 37.42% |
| Worst Month | -13.74% | -17.69% |
| Best Year | 4.46% | 38.02% |
| Worst Year | -12.28% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.97% | -0.99% |
| Avg. Up Week | 5.15% | 9.1% |
| Avg. Down Week | -3.7% | -4.41% |
| Avg. Up Month | 7.94% | 19.63% |
| Avg. Down Month | -6.24% | -9.25% |
| Win Days % | 46.29% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |