| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.63% | 79.62% |
| Max Drawdown | -7.55% | -29.51% |
| Sharpe | 0.77 | 0.65 |
| Sortino | 1.14 | 0.96 |
| Payoff Ratio | 1.16 | 1.0 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | 2.47 | 1.08 |
| CPC Index | 0.82 | 0.58 |
| Tail Ratio | 1.82 | 0.98 |
| Outlier Win Ratio | 40.87 | 3.06 |
| Outlier Loss Ratio | 4.01 | 2.85 |
| Volatility (ann.) | 7.48% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.23 | 2.33 |
| Skew | -0.86 | 0.2 |
| Kurtosis | 59.82 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.76% | 4.27% |
| Expected Yearly % | 12.97% | 34.02% |
| Kelly Criterion | 11.5% | 3.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11377292:BTCUSD | 11377292:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.60 | 0.23 | - |
| 2025 | 30.14 | 17.52 | 0.58 | - |
| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 17.02% | 45.08% |
| 6M | 14.82% | 28.47% |
| YTD | 17.52% | 30.14% |
| 1Y | 29.99% | 105.13% |
| 3Y (ann.) | 24.39% | 68.87% |
| 5Y (ann.) | 24.39% | 68.87% |
| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| Max Drawdown | -7.55% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -1.98% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.66 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-19 | -7.55 | 100 |
| 2025-02-22 | 2025-04-22 | -7.53 | 58 |
| 2024-10-15 | 2024-12-11 | -5.57 | 57 |
| 2025-01-24 | 2025-02-20 | -3.57 | 26 |
| 2024-12-12 | 2025-01-10 | -2.02 | 28 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-22 | 2025-01-23 | -1.87 | 0 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 10.55% | 37.42% |
| Worst Month | -4.38% | -17.69% |
| Best Year | 17.52% | 38.02% |
| Worst Year | 8.6% | 30.14% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.63% | -0.75% |
| Avg. Up Week | 2.74% | 4.85% |
| Avg. Down Week | -2.48% | -4.84% |
| Avg. Up Month | 3.5% | 13.29% |
| Avg. Down Month | -3.69% | -4.72% |
| Win Days % | 52.55% | 51.93% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 64.52% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |