| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 10.65% | 79.62% |
| Max Drawdown | -6.77% | -29.51% |
| Sharpe | 0.37 | 0.65 |
| Sortino | 0.52 | 0.96 |
| Payoff Ratio | 1.17 | 0.97 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 0.34 | 1.08 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 0.28 | 0.98 |
| Outlier Win Ratio | 58.63 | 2.94 |
| Outlier Loss Ratio | 3.88 | 2.72 |
| Volatility (ann.) | 6.73% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.4 | 2.33 |
| Skew | -1.86 | 0.2 |
| Kurtosis | 91.28 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.73% | 4.27% |
| Expected Yearly % | 5.19% | 34.02% |
| Kelly Criterion | 5.35% | 2.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11379441:BTCUSD | 11379441:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.58 | -0.04 | - |
| 2025 | 30.14 | 12.43 | 0.41 | - |
| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| MTD | 2.0% | 13.36% |
| 3M | 14.53% | 45.08% |
| 6M | 12.17% | 28.47% |
| YTD | 12.43% | 30.14% |
| 1Y | 10.17% | 105.13% |
| 3Y (ann.) | 9.47% | 68.87% |
| 5Y (ann.) | 9.47% | 68.87% |
| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| Max Drawdown | -6.77% | -29.51% |
| Longest DD Days | 226.0 | 144.0 |
| Avg. Drawdown | -1.8% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-22 | -6.77 | 43 |
| 2024-06-10 | 2025-01-23 | -5.82 | 226 |
| 2025-02-21 | 2025-03-10 | -2.08 | 16 |
| 2025-01-24 | 2025-02-21 | -2.06 | 27 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-05-15 | 2025-06-15 | -1.02 | 30 |
| 2025-06-15 | 2025-07-02 | -1.02 | 16 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.36% | -12.33% |
| Best Month | 10.96% | 37.42% |
| Worst Month | -4.52% | -17.69% |
| Best Year | 12.43% | 38.02% |
| Worst Year | -1.58% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.63% | -0.79% |
| Avg. Up Week | 2.39% | 4.46% |
| Avg. Down Week | -1.03% | -2.75% |
| Avg. Up Month | 2.72% | 14.69% |
| Avg. Down Month | -1.76% | -4.72% |
| Win Days % | 48.91% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 60.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |