| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 20.94% | 79.62% |
| Max Drawdown | -11.67% | -29.51% |
| Sharpe | 0.58 | 0.65 |
| Sortino | 0.87 | 0.96 |
| Payoff Ratio | 0.98 | 0.92 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 3.15 | 1.08 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | 2.57 | 0.98 |
| Outlier Win Ratio | 35.78 | 3.08 |
| Outlier Loss Ratio | 3.99 | 3.02 |
| Volatility (ann.) | 7.88% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.59 | 2.33 |
| Skew | 0.53 | 0.2 |
| Kurtosis | 24.23 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.37% | 4.27% |
| Expected Yearly % | 9.97% | 34.02% |
| Kelly Criterion | 4.6% | -0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11377402:BTCUSD | 11377402:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.76 | 0.31 | - |
| 2025 | 30.14 | 8.21 | 0.27 | - |
| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| MTD | -1.25% | 13.36% |
| 3M | 8.76% | 45.08% |
| 6M | 8.21% | 28.47% |
| YTD | 8.21% | 30.14% |
| 1Y | 21.68% | 105.13% |
| 3Y (ann.) | 18.54% | 68.87% |
| 5Y (ann.) | 18.54% | 68.87% |
| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| Max Drawdown | -11.67% | -29.51% |
| Longest DD Days | 105.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-21 | -11.67 | 105 |
| 2024-12-09 | 2024-12-16 | -6.60 | 7 |
| 2024-06-10 | 2024-08-20 | -5.09 | 70 |
| 2024-08-20 | 2024-10-14 | -4.33 | 55 |
| 2025-05-01 | 2025-07-14 | -4.09 | 73 |
| 2024-10-22 | 2024-11-07 | -2.84 | 16 |
| 2024-11-09 | 2024-11-19 | -1.88 | 10 |
| 2025-04-30 | 2025-05-01 | -1.16 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 11.34% | 37.42% |
| Worst Month | -5.0% | -17.69% |
| Best Year | 11.76% | 38.02% |
| Worst Year | 8.21% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.88% | 6.14% |
| Avg. Down Week | -1.59% | -4.53% |
| Avg. Up Month | 4.49% | 16.18% |
| Avg. Down Month | -2.83% | -12.52% |
| Win Days % | 52.82% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 44.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |