| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 13.46% | 61.16% |
| Max Drawdown | -32.76% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 12.09 | 3.94 |
| Outlier Loss Ratio | 3.81 | 3.78 |
| Volatility (ann.) | 18.62% | 25.19% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.4 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 22.87 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.98% | 3.74% |
| Expected Yearly % | 6.52% | 26.95% |
| Kelly Criterion | 2.07% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.13% |
| Expected Shortfall (cVaR) | -1.59% | -2.13% |
| Year | 11392288:BTCUSD | 11392288:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.48 | 0.04 | - |
| 2025 | 16.76 | 11.80 | 0.70 | - |
| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.28% | 31.46% |
| 6M | 10.96% | 12.77% |
| YTD | 11.8% | 16.76% |
| 1Y | 10.78% | 56.84% |
| 3Y (ann.) | 13.08% | 59.12% |
| 5Y (ann.) | 13.08% | 59.12% |
| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| Max Drawdown | -32.76% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -6.62% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -32.76 | 180 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2025-02-04 | 2025-03-02 | -9.40 | 26 |
| 2024-12-05 | 2025-01-06 | -7.93 | 32 |
| 2025-02-03 | 2025-02-03 | -3.47 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2025-02-02 | 2025-02-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.81% | -12.33% |
| Best Month | 12.48% | 37.42% |
| Worst Month | -9.02% | -17.69% |
| Best Year | 11.8% | 38.02% |
| Worst Year | 1.48% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.38% | 4.0% |
| Avg. Down Week | -2.55% | -4.73% |
| Avg. Up Month | 6.07% | 13.94% |
| Avg. Down Month | -4.49% | -9.25% |
| Win Days % | 48.86% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |