| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.93% | 40.54% |
| Max Drawdown | -14.44% | -28.21% |
| Sharpe | 0.36 | 0.74 |
| Sortino | 0.54 | 1.07 |
| Payoff Ratio | 1.29 | 1.37 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 0.26 | 1.2 |
| CPC Index | 0.75 | 0.79 |
| Tail Ratio | 0.22 | 1.07 |
| Outlier Win Ratio | 59.67 | 2.66 |
| Outlier Loss Ratio | 3.93 | 2.59 |
| Volatility (ann.) | 10.93% | 45.32% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.23 | 0.93 |
| Skew | 0.82 | -0.17 |
| Kurtosis | 41.07 | 3.58 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.27% | 1.91% |
| Expected Yearly % | 2.44% | 18.55% |
| Kelly Criterion | 9.76% | 16.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.81% |
| Expected Shortfall (cVaR) | -0.93% | -3.81% |
| Year | 11383432:BTCUSD | 11383432:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 14.80 | 0.40 | - |
| 2025 | 2.81 | -8.59 | -3.06 | - |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| MTD | -5.8% | -13.5% |
| 3M | -4.17% | -19.24% |
| 6M | -3.82% | -8.05% |
| YTD | -8.59% | 2.81% |
| 1Y | -6.59% | 4.01% |
| 3Y (ann.) | 3.35% | 26.19% |
| 5Y (ann.) | 3.35% | 26.19% |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Max Drawdown | -14.44% | -28.21% |
| Longest DD Days | 292.0 | 154.0 |
| Avg. Drawdown | -3.79% | -9.35% |
| Avg. Drawdown Days | 68.0 | 39.0 |
| Recovery Factor | 0.34 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-11-17 | -14.44 | 292 |
| 2024-12-20 | 2025-01-28 | -5.23 | 39 |
| 2024-07-11 | 2024-07-26 | -1.04 | 15 |
| 2024-08-26 | 2024-09-27 | -0.97 | 32 |
| 2024-06-28 | 2024-07-10 | -0.95 | 12 |
| 2024-11-23 | 2024-12-14 | -0.14 | 21 |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Best Day | 5.2% | 9.49% |
| Worst Day | -5.23% | -13.23% |
| Best Week | 5.53% | 15.41% |
| Worst Week | -5.8% | -18.81% |
| Best Month | 6.46% | 34.43% |
| Worst Month | -5.8% | -23.44% |
| Best Year | 14.8% | 36.7% |
| Worst Year | -8.59% | 2.81% |
| Avg. Up Day | 1.6% | 2.1% |
| Avg. Down Day | -1.24% | -1.54% |
| Avg. Up Week | 1.5% | 5.85% |
| Avg. Down Week | -1.71% | -6.06% |
| Avg. Up Month | 2.66% | 13.91% |
| Avg. Down Month | -3.16% | -12.02% |
| Win Days % | 49.15% | 51.87% |
| Win Month % | 50.0% | 61.11% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |