| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 14.93% | 79.62% |
| Max Drawdown | -21.17% | -29.51% |
| Sharpe | 0.38 | 0.65 |
| Sortino | 0.57 | 0.96 |
| Payoff Ratio | 1.14 | 1.16 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 2.22 | 1.08 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.92 | 0.98 |
| Outlier Win Ratio | 33.88 | 3.07 |
| Outlier Loss Ratio | 3.68 | 3.06 |
| Volatility (ann.) | 9.37% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.63 | 2.33 |
| Skew | 1.77 | 0.2 |
| Kurtosis | 59.32 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.0% | 4.27% |
| Expected Yearly % | 7.2% | 34.02% |
| Kelly Criterion | 1.5% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11379721:BTCUSD | 11379721:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.98 | 0.76 | - |
| 2025 | 30.14 | -10.90 | -0.36 | - |
| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| MTD | -0.23% | 13.36% |
| 3M | 4.43% | 45.08% |
| 6M | -10.08% | 28.47% |
| YTD | -10.9% | 30.14% |
| 1Y | 18.16% | 105.13% |
| 3Y (ann.) | 13.25% | 68.87% |
| 5Y (ann.) | 13.25% | 68.87% |
| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| Max Drawdown | -21.17% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.17 | 208 |
| 2024-06-12 | 2024-08-20 | -6.32 | 68 |
| 2024-08-22 | 2024-10-24 | -5.13 | 63 |
| 2024-11-22 | 2024-12-11 | -3.62 | 19 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-12-12 | 2024-12-17 | -1.73 | 4 |
| 2024-11-07 | 2024-11-10 | -1.37 | 2 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.24% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 25.2% | 37.42% |
| Worst Month | -7.01% | -17.69% |
| Best Year | 28.98% | 38.02% |
| Worst Year | -10.9% | 30.14% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.43% | 6.51% |
| Avg. Down Week | -2.71% | -5.29% |
| Avg. Up Month | 6.79% | 12.55% |
| Avg. Down Month | -3.18% | -7.59% |
| Win Days % | 47.45% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 54.84% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |