| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.45% | 79.62% |
| Max Drawdown | -15.18% | -29.51% |
| Sharpe | 0.08 | 0.65 |
| Sortino | 0.12 | 0.96 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 30.98 | 3.2 |
| Outlier Loss Ratio | 3.86 | 3.22 |
| Volatility (ann.) | 9.45% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.09 | 2.33 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 23.17 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.1% | 4.27% |
| Expected Yearly % | 0.72% | 34.02% |
| Kelly Criterion | -1.69% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11371886:BTCUSD | 11371886:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.74 | -0.12 | - |
| 2025 | 30.14 | 6.50 | 0.22 | - |
| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -0.95% | 45.08% |
| 6M | 0.98% | 28.47% |
| YTD | 6.5% | 30.14% |
| 1Y | 12.29% | 105.13% |
| 3Y (ann.) | 1.3% | 68.87% |
| 5Y (ann.) | 1.3% | 68.87% |
| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| Max Drawdown | -15.18% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -5.53% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-06 | -15.18 | 182 |
| 2025-01-24 | 2025-06-09 | -13.93 | 136 |
| 2024-12-09 | 2025-01-15 | -6.72 | 37 |
| 2025-06-10 | 2025-07-14 | -5.65 | 34 |
| 2025-01-16 | 2025-01-23 | -3.33 | 7 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-12-06 | 2024-12-08 | -1.63 | 2 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.17% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 8.68% | 37.42% |
| Worst Month | -5.09% | -17.69% |
| Best Year | 6.5% | 38.02% |
| Worst Year | -4.74% | 30.14% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.12% | 5.23% |
| Avg. Down Week | -2.31% | -4.49% |
| Avg. Up Month | 3.52% | 13.65% |
| Avg. Down Month | -3.65% | -5.35% |
| Win Days % | 46.9% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |