| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 11.26% | 79.62% |
| Max Drawdown | -7.64% | -29.51% |
| Sharpe | 0.41 | 0.65 |
| Sortino | 0.59 | 0.96 |
| Payoff Ratio | 1.22 | 1.01 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 64.59 | 2.86 |
| Outlier Loss Ratio | 3.91 | 2.67 |
| Volatility (ann.) | 6.34% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.31 | 2.33 |
| Skew | -1.59 | 0.2 |
| Kurtosis | 109.86 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.77% | 4.27% |
| Expected Yearly % | 5.48% | 34.02% |
| Kelly Criterion | 6.03% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11380615:BTCUSD | 11380615:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.94 | -0.02 | - |
| 2025 | 30.14 | 12.32 | 0.41 | - |
| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| MTD | 0.29% | 13.36% |
| 3M | 11.23% | 45.08% |
| 6M | 11.2% | 28.47% |
| YTD | 12.32% | 30.14% |
| 1Y | 11.58% | 105.13% |
| 3Y (ann.) | 10.02% | 68.87% |
| 5Y (ann.) | 10.02% | 68.87% |
| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| Max Drawdown | -7.64% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -1.84% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-22 | -7.64 | 43 |
| 2024-06-10 | 2024-12-13 | -7.37 | 185 |
| 2025-01-24 | 2025-02-20 | -2.34 | 26 |
| 2024-12-13 | 2025-01-23 | -1.98 | 40 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-06-15 | 2025-07-02 | -1.02 | 17 |
| 2025-04-23 | 2025-05-15 | -0.57 | 22 |
| 2025-05-15 | 2025-06-14 | -0.56 | 30 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.38% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 9.1% | 37.42% |
| Worst Month | -5.14% | -17.69% |
| Best Year | 12.32% | 38.02% |
| Worst Year | -0.94% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.62% | -0.77% |
| Avg. Up Week | 2.76% | 4.36% |
| Avg. Down Week | -1.33% | -2.9% |
| Avg. Up Month | 2.64% | 14.69% |
| Avg. Down Month | -2.66% | -4.72% |
| Win Days % | 48.45% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 54.17% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |