| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 11.86% | 61.52% |
| Max Drawdown | -10.9% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.61 | 0.86 |
| Payoff Ratio | 1.18 | 0.99 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 50.25 | 3.0 |
| Outlier Loss Ratio | 4.26 | 2.78 |
| Volatility (ann.) | 7.08% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.06 | 2.02 |
| Skew | -0.24 | 0.21 |
| Kurtosis | 46.54 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.87% | 3.76% |
| Expected Yearly % | 5.76% | 27.09% |
| Kelly Criterion | 0.55% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11382223:BTCUSD | 11382223:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.83 | 0.26 | - |
| 2025 | 17.02 | 1.85 | 0.11 | - |
| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.51% | 31.76% |
| 6M | -4.54% | 12.25% |
| YTD | 1.85% | 17.02% |
| 1Y | 11.65% | 57.19% |
| 3Y (ann.) | 11.53% | 59.47% |
| 5Y (ann.) | 11.53% | 59.47% |
| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| Max Drawdown | -10.9% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.09 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-01-15 | -10.90 | 27 |
| 2025-01-16 | 2025-06-11 | -9.11 | 146 |
| 2024-07-01 | 2024-07-27 | -5.03 | 25 |
| 2024-08-24 | 2024-09-26 | -2.36 | 33 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-14 | 2024-06-30 | -0.96 | 16 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-09 | 2024-06-10 | -0.47 | 0 |
| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.84% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 9.91% | 37.42% |
| Worst Month | -6.27% | -17.69% |
| Best Year | 9.83% | 38.02% |
| Worst Year | 1.85% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.67% | -0.83% |
| Avg. Up Week | 4.0% | 6.35% |
| Avg. Down Week | -1.8% | -5.77% |
| Avg. Up Month | 4.15% | 14.34% |
| Avg. Down Month | -4.34% | -7.67% |
| Win Days % | 46.27% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |