| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 21.3% | 79.62% |
| Max Drawdown | -8.82% | -29.51% |
| Sharpe | 0.62 | 0.65 |
| Sortino | 0.89 | 0.96 |
| Payoff Ratio | 1.01 | 0.96 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 2.09 | 1.08 |
| CPC Index | 0.69 | 0.55 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 44.37 | 2.98 |
| Outlier Loss Ratio | 3.79 | 2.84 |
| Volatility (ann.) | 7.42% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.14 | 2.33 |
| Skew | -1.36 | 0.2 |
| Kurtosis | 65.57 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.39% | 4.27% |
| Expected Yearly % | 10.14% | 34.02% |
| Kelly Criterion | 6.35% | 1.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11378370:BTCUSD | 11378370:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.59 | 0.12 | - |
| 2025 | 30.14 | 15.97 | 0.53 | - |
| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| MTD | 1.14% | 13.36% |
| 3M | 12.76% | 45.08% |
| 6M | 13.94% | 28.47% |
| YTD | 15.97% | 30.14% |
| 1Y | 25.94% | 105.13% |
| 3Y (ann.) | 18.85% | 68.87% |
| 5Y (ann.) | 18.85% | 68.87% |
| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| Max Drawdown | -8.82% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 2.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-11 | -8.82 | 183 |
| 2025-02-21 | 2025-04-22 | -8.33 | 60 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2024-12-12 | 2024-12-15 | -2.02 | 2 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-23 | 2025-06-16 | -1.49 | 54 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-01-03 | 2025-01-10 | -0.74 | 7 |
| 2025-01-23 | 2025-01-23 | -0.73 | 0 |
| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 9.97% | 37.42% |
| Worst Month | -5.03% | -17.69% |
| Best Year | 15.97% | 38.02% |
| Worst Year | 4.59% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.87% | 4.6% |
| Avg. Down Week | -2.16% | -4.84% |
| Avg. Up Month | 4.07% | 14.06% |
| Avg. Down Month | -3.71% | -4.72% |
| Win Days % | 53.04% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 56.67% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |