| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 19.11% | 75.42% |
| Max Drawdown | -27.61% | -29.51% |
| Sharpe | 0.32 | 0.63 |
| Sortino | 0.47 | 0.92 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 14.88 | 3.87 |
| Outlier Loss Ratio | 3.92 | 3.73 |
| Volatility (ann.) | 16.52% | 24.55% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.61 | 2.19 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 32.39 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.26% | 4.1% |
| Expected Yearly % | 9.14% | 32.45% |
| Kelly Criterion | 2.47% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.07% |
| Expected Shortfall (cVaR) | -1.41% | -2.07% |
| Year | 11397153:BTCUSD | 11397153:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.43 | 0.22 | - |
| 2025 | 27.10 | 9.85 | 0.36 | - |
| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| MTD | 1.42% | 10.71% |
| 3M | -1.36% | 41.88% |
| 6M | 1.89% | 22.91% |
| YTD | 9.85% | 27.1% |
| 1Y | 36.47% | 82.29% |
| 3Y (ann.) | 16.8% | 64.73% |
| 5Y (ann.) | 16.8% | 64.73% |
| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| Max Drawdown | -27.61% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.92% | -4.71% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.69 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.61 | 151 |
| 2025-03-03 | 2025-07-17 | -16.84 | 136 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -4.33 | 54 |
| 2024-11-08 | 2024-12-04 | -3.14 | 26 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.51% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.13% | 37.42% |
| Worst Month | -13.29% | -17.69% |
| Best Year | 9.85% | 38.02% |
| Worst Year | 8.43% | 27.1% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.22% | 3.63% |
| Avg. Down Week | -2.18% | -3.88% |
| Avg. Up Month | 5.16% | 11.96% |
| Avg. Down Month | -5.37% | -8.96% |
| Win Days % | 48.86% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.78% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |