| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 27.66% | 39.08% |
| Max Drawdown | -16.94% | -28.17% |
| Sharpe | 0.77 | 0.72 |
| Sortino | 1.27 | 1.1 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.62 | 1.21 |
| CPC Index | 0.76 | 0.69 |
| Tail Ratio | 1.28 | 1.09 |
| Outlier Win Ratio | 19.2 | 3.26 |
| Outlier Loss Ratio | 3.5 | 3.02 |
| Volatility (ann.) | 25.94% | 45.46% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.07 | 0.9 |
| Skew | 1.59 | 0.45 |
| Kurtosis | 21.21 | 2.83 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.37% | 1.85% |
| Expected Yearly % | 12.99% | 17.93% |
| Kelly Criterion | 4.45% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -3.82% |
| Expected Shortfall (cVaR) | -2.18% | -3.82% |
| Year | 12388206:BTCUSD | 12388206:btcusd:triple_med_gx:lsma140_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 33.20 | 0.88 | - |
| 2025 | 0.89 | -4.15 | -4.67 | - |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -2.37% | -19.8% |
| 6M | -3.21% | -9.0% |
| YTD | -4.15% | 0.89% |
| 1Y | -0.04% | 3.43% |
| 3Y (ann.) | 18.2% | 25.35% |
| 5Y (ann.) | 18.2% | 25.35% |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Max Drawdown | -16.94% | -28.17% |
| Longest DD Days | 333.0 | 145.0 |
| Avg. Drawdown | -4.81% | -8.11% |
| Avg. Drawdown Days | 44.0 | 27.0 |
| Recovery Factor | 1.63 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-11-16 | -16.94 | 333 |
| 2024-06-27 | 2024-07-15 | -11.55 | 18 |
| 2024-07-22 | 2024-11-10 | -9.87 | 111 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-23 | 2024-12-06 | -1.61 | 13 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.21% | -12.33% |
| Best Month | 40.43% | 37.42% |
| Worst Month | -5.01% | -17.69% |
| Best Year | 33.2% | 37.85% |
| Worst Year | -4.15% | 0.89% |
| Avg. Up Day | 2.11% | 2.13% |
| Avg. Down Day | -1.63% | -1.74% |
| Avg. Up Week | 4.94% | 5.78% |
| Avg. Down Week | -3.06% | -4.39% |
| Avg. Up Month | 15.63% | 18.38% |
| Avg. Down Month | -3.41% | -8.72% |
| Win Days % | 46.1% | 50.84% |
| Win Month % | 38.46% | 55.56% |
| Win Week % | 48.48% | 52.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |