| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 13.25% | 40.54% |
| Max Drawdown | -14.86% | -28.21% |
| Sharpe | 0.82 | 0.74 |
| Sortino | 1.6 | 1.07 |
| Payoff Ratio | 1.7 | 1.4 |
| Profit Factor | 1.38 | 1.12 |
| Common Sense Ratio | 1.47 | 1.2 |
| CPC Index | 0.96 | 0.81 |
| Tail Ratio | 1.06 | 1.07 |
| Outlier Win Ratio | 48.2 | 2.85 |
| Outlier Loss Ratio | 6.07 | 2.49 |
| Volatility (ann.) | 11.16% | 45.32% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.6 | 0.93 |
| Skew | 3.76 | -0.17 |
| Kurtosis | 33.57 | 3.58 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.69% | 1.91% |
| Expected Yearly % | 6.42% | 18.55% |
| Kelly Criterion | 6.11% | 17.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.81% |
| Expected Shortfall (cVaR) | -0.94% | -3.81% |
| Year | 11383544:BTCUSD | 11383544:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 23.14 | 0.63 | - |
| 2025 | 2.81 | -8.03 | -2.86 | - |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| MTD | -4.94% | -13.5% |
| 3M | -6.22% | -19.24% |
| 6M | -6.1% | -8.05% |
| YTD | -8.03% | 2.81% |
| 1Y | -1.03% | 4.01% |
| 3Y (ann.) | 8.88% | 26.19% |
| 5Y (ann.) | 8.88% | 26.19% |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -28.21% |
| Longest DD Days | 292.0 | 154.0 |
| Avg. Drawdown | -3.18% | -9.35% |
| Avg. Drawdown Days | 53.0 | 39.0 |
| Recovery Factor | 0.89 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-11-17 | -14.86 | 292 |
| 2024-06-11 | 2024-07-14 | -5.27 | 33 |
| 2024-08-26 | 2024-09-27 | -1.44 | 32 |
| 2025-01-11 | 2025-01-16 | -1.33 | 5 |
| 2024-07-16 | 2024-07-27 | -0.95 | 11 |
| 2024-07-28 | 2024-08-23 | -0.72 | 26 |
| 2024-11-23 | 2024-12-16 | -0.71 | 23 |
| 2024-10-27 | 2024-10-28 | -0.18 | 1 |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Best Day | 5.2% | 9.49% |
| Worst Day | -2.9% | -13.23% |
| Best Week | 8.77% | 15.41% |
| Worst Week | -4.77% | -18.81% |
| Best Month | 7.56% | 34.43% |
| Worst Month | -4.94% | -23.44% |
| Best Year | 23.14% | 36.7% |
| Worst Year | -8.03% | 2.81% |
| Avg. Up Day | 1.51% | 1.77% |
| Avg. Down Day | -0.89% | -1.27% |
| Avg. Up Week | 1.61% | 5.56% |
| Avg. Down Week | -2.19% | -6.61% |
| Avg. Up Month | 2.63% | 13.01% |
| Avg. Down Month | -3.37% | -15.73% |
| Win Days % | 40.91% | 51.87% |
| Win Month % | 61.11% | 61.11% |
| Win Week % | 57.5% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |