| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 19.29% | 79.62% |
| Max Drawdown | -11.02% | -29.51% |
| Sharpe | 0.43 | 0.65 |
| Sortino | 0.66 | 0.96 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.66 | 0.68 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 26.24 | 3.45 |
| Outlier Loss Ratio | 4.25 | 3.09 |
| Volatility (ann.) | 10.52% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.55 | 2.33 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 27.01 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.27% | 4.27% |
| Expected Yearly % | 9.22% | 34.02% |
| Kelly Criterion | 1.82% | 11.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11371653:BTCUSD | 11371653:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.09 | 0.40 | - |
| 2025 | 30.14 | 3.66 | 0.12 | - |
| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| MTD | 4.41% | 13.36% |
| 3M | 4.12% | 45.08% |
| 6M | 2.31% | 28.47% |
| YTD | 3.66% | 30.14% |
| 1Y | 23.09% | 105.13% |
| 3Y (ann.) | 17.1% | 68.87% |
| 5Y (ann.) | 17.1% | 68.87% |
| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| Max Drawdown | -11.02% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.75 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -11.02 | 130 |
| 2024-06-07 | 2024-07-19 | -7.68 | 42 |
| 2024-11-14 | 2025-03-05 | -7.26 | 110 |
| 2024-07-22 | 2024-08-16 | -5.33 | 24 |
| 2024-08-26 | 2024-09-13 | -3.84 | 18 |
| 2024-08-20 | 2024-08-23 | -3.50 | 3 |
| 2024-10-18 | 2024-11-10 | -3.19 | 22 |
| 2024-09-17 | 2024-10-18 | -3.17 | 30 |
| 2024-09-14 | 2024-09-17 | -2.97 | 3 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.46% | 18.93% |
| Worst Week | -4.69% | -12.33% |
| Best Month | 8.92% | 37.42% |
| Worst Month | -3.65% | -17.69% |
| Best Year | 15.09% | 38.02% |
| Worst Year | 3.66% | 30.14% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 3.65% | 7.0% |
| Avg. Down Week | -1.58% | -5.02% |
| Avg. Up Month | 2.4% | 13.7% |
| Avg. Down Month | -2.27% | -9.42% |
| Win Days % | 45.06% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 39.53% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |