| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.76% | 41.17% |
| Max Drawdown | -15.22% | -29.51% |
| Sharpe | 0.42 | 0.37 |
| Sortino | 0.69 | 0.53 |
| Payoff Ratio | 1.21 | 1.02 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 0.13 | 0.96 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 0.1 | 0.9 |
| Outlier Win Ratio | 57.73 | 2.66 |
| Outlier Loss Ratio | 4.5 | 2.61 |
| Volatility (ann.) | 5.58% | 23.17% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.61 | 0.9 |
| Skew | 3.41 | 0.15 |
| Kurtosis | 81.69 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 1.93% |
| Expected Yearly % | 6.66% | 18.81% |
| Kelly Criterion | 1.61% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -1.97% |
| Expected Shortfall (cVaR) | -0.47% | -1.97% |
| Year | 11383544:BTCUSD | 11383544:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.14 | 0.61 | - |
| 2025 | 2.28 | -7.62 | -3.35 | - |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| MTD | -4.52% | -12.85% |
| 3M | -5.8% | -18.73% |
| 6M | -5.68% | -7.45% |
| YTD | -7.62% | 2.28% |
| 1Y | -0.59% | 5.34% |
| 3Y (ann.) | 9.21% | 26.57% |
| 5Y (ann.) | 9.21% | 26.57% |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Max Drawdown | -15.22% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -1.9% | -5.67% |
| Avg. Drawdown Days | 25.0 | 17.0 |
| Recovery Factor | 0.9 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-11-17 | -15.22 | 293 |
| 2024-06-11 | 2024-07-14 | -5.44 | 33 |
| 2024-08-25 | 2024-09-26 | -2.15 | 32 |
| 2025-01-10 | 2025-01-15 | -2.09 | 4 |
| 2024-07-27 | 2024-08-23 | -1.67 | 26 |
| 2024-11-23 | 2024-12-15 | -1.55 | 22 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-15 | 2024-07-26 | -0.95 | 11 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-10-27 | 2024-10-27 | -0.25 | 0 |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.36% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -4.77% | -12.33% |
| Best Month | 7.56% | 37.42% |
| Worst Month | -4.52% | -17.69% |
| Best Year | 23.14% | 38.02% |
| Worst Year | -7.62% | 2.28% |
| Avg. Up Day | 0.68% | 0.71% |
| Avg. Down Day | -0.56% | -0.69% |
| Avg. Up Week | 2.19% | 5.09% |
| Avg. Down Week | -1.59% | -4.27% |
| Avg. Up Month | 3.0% | 12.75% |
| Avg. Down Month | -3.31% | -9.99% |
| Win Days % | 46.15% | 52.13% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |