| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.67% | 79.62% |
| Max Drawdown | -10.7% | -29.51% |
| Sharpe | 0.44 | 0.65 |
| Sortino | 0.64 | 0.96 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.98 | 1.08 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.66 | 0.98 |
| Outlier Win Ratio | 39.38 | 3.06 |
| Outlier Loss Ratio | 3.99 | 2.97 |
| Volatility (ann.) | 8.15% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.3 | 2.33 |
| Skew | -0.29 | 0.2 |
| Kurtosis | 55.14 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.05% | 4.27% |
| Expected Yearly % | 7.55% | 34.02% |
| Kelly Criterion | 0.89% | 2.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11377347:BTCUSD | 11377347:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.41 | 0.19 | - |
| 2025 | 30.14 | 7.69 | 0.26 | - |
| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | 4.67% | 45.08% |
| 6M | 3.75% | 28.47% |
| YTD | 7.69% | 30.14% |
| 1Y | 17.95% | 105.13% |
| 3Y (ann.) | 13.91% | 68.87% |
| 5Y (ann.) | 13.91% | 68.87% |
| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| Max Drawdown | -10.7% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.47% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 1.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-22 | -10.70 | 87 |
| 2024-06-10 | 2024-09-19 | -7.26 | 100 |
| 2025-04-23 | 2025-07-14 | -6.08 | 82 |
| 2024-10-15 | 2024-12-20 | -6.01 | 66 |
| 2024-09-20 | 2024-10-14 | -2.12 | 24 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-10 | 2025-01-23 | -1.83 | 12 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-01-04 | 2025-01-10 | -0.65 | 6 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -5.24% | -12.33% |
| Best Month | 8.67% | 37.42% |
| Worst Month | -3.6% | -17.69% |
| Best Year | 7.69% | 38.02% |
| Worst Year | 7.41% | 30.14% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.07% | 6.27% |
| Avg. Down Week | -2.76% | -4.11% |
| Avg. Up Month | 4.14% | 15.9% |
| Avg. Down Month | -2.95% | -12.52% |
| Win Days % | 49.63% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |