| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.97% | 61.16% |
| Max Drawdown | -11.69% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.55 | 0.65 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 45.64 | 3.02 |
| Outlier Loss Ratio | 3.46 | 2.8 |
| Volatility (ann.) | 8.7% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.41 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 93.4 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.37% | 3.74% |
| Expected Yearly % | 2.46% | 26.95% |
| Kelly Criterion | -3.17% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11400044:BTCUSD | 11400044:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.40 | 0.33 | - |
| 2025 | 16.76 | -6.61 | -0.39 | - |
| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -2.52% | 31.46% |
| 6M | 1.26% | 12.77% |
| YTD | -6.61% | 16.76% |
| 1Y | 4.92% | 56.84% |
| 3Y (ann.) | 4.84% | 59.12% |
| 5Y (ann.) | 4.84% | 59.12% |
| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -11.69 | 148 |
| 2025-01-05 | 2025-06-11 | -10.67 | 157 |
| 2024-11-07 | 2024-12-11 | -4.25 | 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 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -3.87% | -17.69% |
| Best Year | 12.4% | 38.02% |
| Worst Year | -6.61% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 3.0% | 5.63% |
| Avg. Down Week | -3.34% | -3.65% |
| Avg. Up Month | 3.89% | 16.34% |
| Avg. Down Month | -2.69% | -8.96% |
| Win Days % | 45.41% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |