| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 7.75% | 61.16% |
| Max Drawdown | -31.34% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.28 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 14.14 | 3.82 |
| Outlier Loss Ratio | 3.76 | 3.68 |
| Volatility (ann.) | 17.36% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.24 | 2.0 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 28.97 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.58% | 3.74% |
| Expected Yearly % | 3.8% | 26.95% |
| Kelly Criterion | 1.01% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.13% |
| Expected Shortfall (cVaR) | -1.49% | -2.13% |
| Year | 11397095:BTCUSD | 11397095:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.42 | -0.01 | - |
| 2025 | 16.76 | 8.21 | 0.49 | - |
| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.37% | 31.46% |
| 6M | 10.54% | 12.77% |
| YTD | 8.21% | 16.76% |
| 1Y | 10.29% | 56.84% |
| 3Y (ann.) | 7.54% | 59.12% |
| 5Y (ann.) | 7.54% | 59.12% |
| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| Max Drawdown | -31.34% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -7.93% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -31.34 | 180 |
| 2025-03-03 | 2025-06-11 | -18.02 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -4.40 | 54 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.87% | 37.42% |
| Worst Month | -13.89% | -17.69% |
| Best Year | 8.21% | 38.02% |
| Worst Year | -0.42% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.51% | 3.86% |
| Avg. Down Week | -2.84% | -4.12% |
| Avg. Up Month | 5.36% | 12.39% |
| Avg. Down Month | -6.76% | -8.96% |
| Win Days % | 49.36% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |