| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 24.12% | 61.16% |
| Max Drawdown | -27.37% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.59 | 0.85 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 14.65 | 3.79 |
| Outlier Loss Ratio | 3.87 | 3.67 |
| Volatility (ann.) | 16.93% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.86 | 2.0 |
| Skew | 0.85 | 0.21 |
| Kurtosis | 31.88 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.68% | 3.74% |
| Expected Yearly % | 11.41% | 26.95% |
| Kelly Criterion | 3.72% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11400434:BTCUSD | 11400434:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.89 | 0.15 | - |
| 2025 | 16.76 | 17.21 | 1.03 | + |
| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.54% | 31.46% |
| 6M | 20.7% | 12.77% |
| YTD | 17.21% | 16.76% |
| 1Y | 26.86% | 56.84% |
| 3Y (ann.) | 23.4% | 59.12% |
| 5Y (ann.) | 23.4% | 59.12% |
| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| Max Drawdown | -27.37% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.39% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.88 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.37 | 151 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-07 | 2024-12-04 | -3.70 | 27 |
| 2025-01-07 | 2025-03-01 | -3.37 | 53 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-06 | 2024-06-07 | -0.52 | 0 |
| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.85% | 37.42% |
| Worst Month | -13.77% | -17.69% |
| Best Year | 17.21% | 38.02% |
| Worst Year | 5.89% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.49% | 3.86% |
| Avg. Down Week | -2.33% | -3.75% |
| Avg. Up Month | 5.85% | 12.39% |
| Avg. Down Month | -4.66% | -8.96% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |