| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 3.37% | 79.62% |
| Max Drawdown | -16.11% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.18 | 0.96 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 30.5 | 3.17 |
| Outlier Loss Ratio | 3.76 | 3.13 |
| Volatility (ann.) | 9.32% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.19 | 2.33 |
| Skew | -0.66 | 0.2 |
| Kurtosis | 23.78 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.67% | 34.02% |
| Kelly Criterion | -1.15% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11371125:BTCUSD | 11371125:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.41 | -0.06 | - |
| 2025 | 30.14 | 5.92 | 0.20 | - |
| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | 0.85% | 45.08% |
| 6M | 0.96% | 28.47% |
| YTD | 5.92% | 30.14% |
| 1Y | 6.47% | 105.13% |
| 3Y (ann.) | 3.01% | 68.87% |
| 5Y (ann.) | 3.01% | 68.87% |
| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| Max Drawdown | -16.11% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -5.96% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | 0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-09 | -16.11 | 144 |
| 2024-06-07 | 2024-10-15 | -9.79 | 130 |
| 2024-11-07 | 2025-01-15 | -6.81 | 68 |
| 2025-06-10 | 2025-07-14 | -5.65 | 34 |
| 2024-10-16 | 2024-11-07 | -1.97 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 6.62% | 37.42% |
| Worst Month | -5.57% | -17.69% |
| Best Year | 5.92% | 38.02% |
| Worst Year | -2.41% | 30.14% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 2.1% | 4.67% |
| Avg. Down Week | -1.32% | -3.62% |
| Avg. Up Month | 2.7% | 12.16% |
| Avg. Down Month | -3.99% | -7.82% |
| Win Days % | 47.81% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |