| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 24.65% | 39.08% |
| Max Drawdown | -14.63% | -28.17% |
| Sharpe | 1.03 | 0.72 |
| Sortino | 1.6 | 1.1 |
| Payoff Ratio | 1.05 | 0.93 |
| Profit Factor | 1.52 | 1.11 |
| Common Sense Ratio | 6.49 | 1.21 |
| CPC Index | 0.9 | 0.52 |
| Tail Ratio | 4.27 | 1.09 |
| Outlier Win Ratio | 37.31 | 2.96 |
| Outlier Loss Ratio | 3.14 | 2.75 |
| Volatility (ann.) | 15.79% | 45.46% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.11 | 0.9 |
| Skew | 0.52 | 0.45 |
| Kurtosis | 25.74 | 2.83 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.23% | 1.85% |
| Expected Yearly % | 11.65% | 17.93% |
| Kelly Criterion | 14.53% | -2.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.82% |
| Expected Shortfall (cVaR) | -1.31% | -3.82% |
| Year | 12420122:BTCUSD | 12420122:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 16.83 | 0.44 | - |
| 2025 | 0.89 | 6.69 | 7.53 | + |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 1.92% | -19.8% |
| 6M | 0.95% | -9.0% |
| YTD | 6.69% | 0.89% |
| 1Y | 6.26% | 3.43% |
| 3Y (ann.) | 16.29% | 25.35% |
| 5Y (ann.) | 16.29% | 25.35% |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Max Drawdown | -14.63% | -28.17% |
| Longest DD Days | 313.0 | 145.0 |
| Avg. Drawdown | -3.64% | -8.11% |
| Avg. Drawdown Days | 41.0 | 27.0 |
| Recovery Factor | 1.69 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-11-16 | -14.63 | 313 |
| 2024-09-05 | 2024-09-12 | -6.94 | 7 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-29 | 2025-01-01 | -1.19 | 3 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2024-09-01 | 2024-09-02 | -0.18 | 1 |
| 2024-09-03 | 2024-09-04 | -0.18 | 1 |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -6.14% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.56% | -12.33% |
| Best Month | 17.31% | 37.42% |
| Worst Month | -3.61% | -17.69% |
| Best Year | 16.83% | 37.85% |
| Worst Year | 6.69% | 0.89% |
| Avg. Up Day | 1.71% | 1.74% |
| Avg. Down Day | -1.62% | -1.87% |
| Avg. Up Week | 6.16% | 7.17% |
| Avg. Down Week | -3.27% | -3.42% |
| Avg. Up Month | 8.92% | 10.39% |
| Avg. Down Month | -2.01% | -2.66% |
| Win Days % | 56.16% | 50.84% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 52.94% | 52.56% |
| Win Quarter % | 60.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |