| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 33.89% | 61.16% |
| Max Drawdown | -23.3% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 14.73 | 3.75 |
| Outlier Loss Ratio | 4.0 | 3.65 |
| Volatility (ann.) | 16.01% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.41 | 2.0 |
| Skew | 0.08 | 0.21 |
| Kurtosis | 28.81 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.27% | 3.74% |
| Expected Yearly % | 15.71% | 26.95% |
| Kelly Criterion | 4.55% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11398971:BTCUSD | 11398971:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.36 | 0.33 | - |
| 2025 | 16.76 | 19.16 | 1.14 | + |
| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 22.75% | 31.46% |
| 6M | 21.03% | 12.77% |
| YTD | 19.16% | 16.76% |
| 1Y | 33.68% | 56.84% |
| 3Y (ann.) | 32.85% | 59.12% |
| 5Y (ann.) | 32.85% | 59.12% |
| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| Max Drawdown | -23.3% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -5.04% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -23.30 | 148 |
| 2025-01-07 | 2025-04-15 | -16.23 | 98 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.39 | 21 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2025-05-09 | 2025-05-18 | -2.90 | 9 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.45% | 37.42% |
| Worst Month | -8.66% | -17.69% |
| Best Year | 19.16% | 38.02% |
| Worst Year | 12.36% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 3.94% | 5.14% |
| Avg. Down Week | -2.98% | -3.69% |
| Avg. Up Month | 5.69% | 12.23% |
| Avg. Down Month | -3.69% | -8.96% |
| Win Days % | 50.17% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |