| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.47% | 61.16% |
| Max Drawdown | -10.05% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.41 | 0.85 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.65 | 0.72 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 66.56 | 2.86 |
| Outlier Loss Ratio | 3.88 | 2.61 |
| Volatility (ann.) | 6.36% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.63 | 2.0 |
| Skew | 0.61 | 0.21 |
| Kurtosis | 64.13 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.48% | 3.74% |
| Expected Yearly % | 3.19% | 26.95% |
| Kelly Criterion | 0.02% | 13.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11399492:BTCUSD | 11399492:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.22 | -0.01 | - |
| 2025 | 16.76 | 6.71 | 0.40 | - |
| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| MTD | 2.16% | 4.16% |
| 3M | 4.82% | 31.46% |
| 6M | 6.36% | 12.77% |
| YTD | 6.71% | 16.76% |
| 1Y | 7.24% | 56.84% |
| 3Y (ann.) | 6.3% | 59.12% |
| 5Y (ann.) | 6.3% | 59.12% |
| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| Max Drawdown | -10.05% | -29.51% |
| Longest DD Days | 119.0 | 144.0 |
| Avg. Drawdown | -2.66% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -10.05 | 97 |
| 2024-11-06 | 2025-03-06 | -6.51 | 119 |
| 2024-06-05 | 2024-06-30 | -3.23 | 25 |
| 2024-08-08 | 2024-08-12 | -2.61 | 3 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-10-12 | 2024-10-12 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 2.72% | 37.42% |
| Worst Month | -6.1% | -17.69% |
| Best Year | 6.71% | 38.02% |
| Worst Year | -0.22% | 16.76% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 2.22% | 6.3% |
| Avg. Down Week | -2.4% | -3.72% |
| Avg. Up Month | 1.52% | 8.63% |
| Avg. Down Month | -3.7% | -2.66% |
| Win Days % | 43.26% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |