| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 3.96% | 61.16% |
| Max Drawdown | -11.77% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.15 | 1.17 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 0.34 | 0.98 |
| Outlier Win Ratio | 48.74 | 3.02 |
| Outlier Loss Ratio | 3.52 | 2.8 |
| Volatility (ann.) | 8.63% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 2.0 |
| Skew | 1.37 | 0.21 |
| Kurtosis | 97.69 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.74% |
| Expected Yearly % | 1.96% | 26.95% |
| Kelly Criterion | -2.86% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11398357:BTCUSD | 11398357:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.27 | 0.43 | - |
| 2025 | 16.76 | -10.59 | -0.63 | - |
| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -7.28% | 31.46% |
| 6M | -3.06% | 12.77% |
| YTD | -10.59% | 16.76% |
| 1Y | 3.91% | 56.84% |
| 3Y (ann.) | 3.85% | 59.12% |
| 5Y (ann.) | 3.85% | 59.12% |
| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| Max Drawdown | -11.77% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-06-11 | -11.77 | 158 |
| 2024-06-10 | 2024-11-06 | -6.60 | 148 |
| 2024-11-07 | 2024-12-11 | -4.09 | 33 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -5.12% | -12.33% |
| Best Month | 8.32% | 37.42% |
| Worst Month | -5.12% | -17.69% |
| Best Year | 16.27% | 38.02% |
| Worst Year | -10.59% | 16.76% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.39% | 5.9% |
| Avg. Down Week | -3.26% | -3.22% |
| Avg. Up Month | 3.31% | 13.69% |
| Avg. Down Month | -3.14% | -8.96% |
| Win Days % | 44.92% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |