| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 12.84% | 61.16% |
| Max Drawdown | -22.69% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 15.06 | 3.64 |
| Outlier Loss Ratio | 3.9 | 3.65 |
| Volatility (ann.) | 15.94% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.55 | 2.0 |
| Skew | 0.07 | 0.21 |
| Kurtosis | 29.79 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 3.74% |
| Expected Yearly % | 6.23% | 26.95% |
| Kelly Criterion | 2.19% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11400544:BTCUSD | 11400544:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.65 | 0.10 | - |
| 2025 | 16.76 | 8.86 | 0.53 | - |
| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.68% | 31.46% |
| 6M | 9.58% | 12.77% |
| YTD | 8.86% | 16.76% |
| 1Y | 13.34% | 56.84% |
| 3Y (ann.) | 12.48% | 59.12% |
| 5Y (ann.) | 12.48% | 59.12% |
| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| Max Drawdown | -22.69% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -5.26% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -22.69 | 148 |
| 2025-01-07 | 2025-06-09 | -16.62 | 153 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-09 | 2024-12-04 | -3.06 | 25 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.95 | 1 |
| 2024-06-07 | 2024-06-10 | -0.78 | 3 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 9.01% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | 8.86% | 38.02% |
| Worst Year | 3.65% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.2% | 3.88% |
| Avg. Down Week | -2.94% | -3.69% |
| Avg. Up Month | 4.3% | 12.23% |
| Avg. Down Month | -4.11% | -7.82% |
| Win Days % | 49.4% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |