| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 5.83% | 61.16% |
| Max Drawdown | -19.79% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 24.45 | 3.34 |
| Outlier Loss Ratio | 3.92 | 3.27 |
| Volatility (ann.) | 12.6% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.29 | 2.0 |
| Skew | 1.99 | 0.21 |
| Kurtosis | 55.94 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 3.74% |
| Expected Yearly % | 2.87% | 26.95% |
| Kelly Criterion | -1.12% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11396253:BTCUSD | 11396253:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.83 | 0.34 | - |
| 2025 | 16.76 | -6.20 | -0.37 | - |
| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| MTD | 1.12% | 4.16% |
| 3M | 6.95% | 31.46% |
| 6M | -5.15% | 12.77% |
| YTD | -6.2% | 16.76% |
| 1Y | 1.12% | 56.84% |
| 3Y (ann.) | 5.67% | 59.12% |
| 5Y (ann.) | 5.67% | 59.12% |
| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| Max Drawdown | -19.79% | -29.51% |
| Longest DD Days | 216.0 | 144.0 |
| Avg. Drawdown | -4.51% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-06-11 | -19.79 | 216 |
| 2024-06-05 | 2024-09-02 | -14.53 | 89 |
| 2024-09-03 | 2024-10-28 | -8.28 | 55 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-11-05 | 2024-11-06 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.42% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 7.77% | 37.42% |
| Worst Month | -7.97% | -17.69% |
| Best Year | 12.83% | 38.02% |
| Worst Year | -6.2% | 16.76% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.05% | 6.41% |
| Avg. Down Week | -3.41% | -4.02% |
| Avg. Up Month | 4.88% | 12.73% |
| Avg. Down Month | -6.12% | -7.59% |
| Win Days % | 45.31% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |