| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 29.46% | 75.42% |
| Max Drawdown | -20.62% | -29.51% |
| Sharpe | 0.47 | 0.63 |
| Sortino | 0.68 | 0.92 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 15.47 | 3.84 |
| Outlier Loss Ratio | 3.86 | 3.6 |
| Volatility (ann.) | 14.26% | 24.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.25 | 2.19 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 12.92 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.86% | 4.1% |
| Expected Yearly % | 13.78% | 32.45% |
| Kelly Criterion | 4.2% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.07% |
| Expected Shortfall (cVaR) | -1.21% | -2.07% |
| Year | 11405984:BTCUSD | 11405984:btcusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.87 | 0.36 | - |
| 2025 | 27.10 | 13.70 | 0.51 | - |
| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| MTD | -0.91% | 10.71% |
| 3M | 12.23% | 41.88% |
| 6M | 17.16% | 22.91% |
| YTD | 13.7% | 27.1% |
| 1Y | 51.12% | 82.29% |
| 3Y (ann.) | 25.78% | 64.73% |
| 5Y (ann.) | 25.78% | 64.73% |
| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| Max Drawdown | -20.62% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.71% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.43 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-09-19 | -20.62 | 98 |
| 2024-12-17 | 2025-05-18 | -15.72 | 152 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.57 | 37 |
| 2024-09-20 | 2024-10-12 | -5.59 | 22 |
| 2025-05-23 | 2025-06-09 | -5.35 | 17 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-11 | 2024-06-12 | -1.83 | 1 |
| 2024-10-18 | 2024-12-04 | -1.80 | 47 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 16.54% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | 13.87% | 38.02% |
| Worst Year | 13.7% | 27.1% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.37% | 4.32% |
| Avg. Down Week | -2.55% | -3.75% |
| Avg. Up Month | 9.99% | 10.87% |
| Avg. Down Month | -3.07% | -4.22% |
| Win Days % | 50.99% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 52.63% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |