| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.38% | 79.62% |
| Max Drawdown | -17.67% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.32 | 0.96 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 46.69 | 2.96 |
| Outlier Loss Ratio | 4.04 | 2.99 |
| Volatility (ann.) | 7.38% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.32 | 2.33 |
| Skew | -0.6 | 0.2 |
| Kurtosis | 42.49 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.44% | 4.27% |
| Expected Yearly % | 3.14% | 34.02% |
| Kelly Criterion | -0.95% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11380950:BTCUSD | 11380950:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.32 | 0.46 | - |
| 2025 | 30.14 | -9.32 | -0.31 | - |
| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| MTD | -0.56% | 13.36% |
| 3M | -3.82% | 45.08% |
| 6M | -8.95% | 28.47% |
| YTD | -9.32% | 30.14% |
| 1Y | 6.51% | 105.13% |
| 3Y (ann.) | 5.69% | 68.87% |
| 5Y (ann.) | 5.69% | 68.87% |
| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| Max Drawdown | -17.67% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -17.67 | 212 |
| 2024-06-08 | 2024-07-10 | -2.82 | 31 |
| 2024-10-25 | 2024-11-20 | -2.20 | 25 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-07-10 | 2024-07-15 | -1.39 | 4 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-08-31 | 2024-09-22 | -0.76 | 22 |
| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -8.17% | -12.33% |
| Best Month | 9.86% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 17.32% | 38.02% |
| Worst Year | -9.32% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.95% | 6.62% |
| Avg. Down Week | -1.94% | -4.99% |
| Avg. Up Month | 5.76% | 15.5% |
| Avg. Down Month | -3.64% | -7.59% |
| Win Days % | 46.46% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |