| Metric | 11378314:btcusd:triple_med_gx:lsma90_55 | 11378314:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 10.79% | 79.62% |
| Max Drawdown | -8.04% | -29.51% |
| Sharpe | 0.34 | 0.65 |
| Sortino | 0.5 | 0.96 |
| Payoff Ratio | 1.15 | 0.99 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 47.56 | 3.03 |
| Outlier Loss Ratio | 3.75 | 2.79 |
| Volatility (ann.) | 7.45% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.19 | 2.33 |
| Skew | -1.1 | 0.2 |
| Kurtosis | 64.45 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.73% | 4.27% |
| Expected Yearly % | 5.26% | 34.02% |
| Kelly Criterion | 3.67% | 3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11378314:BTCUSD | 11378314:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.74 | -0.02 | - |
| 2025 | 30.14 | 11.62 | 0.39 | - |
| Metric | 11378314:btcusd:triple_med_gx:lsma90_55 | 11378314:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 10.82% | 45.08% |
| 6M | 12.66% | 28.47% |
| YTD | 11.62% | 30.14% |
| 1Y | 10.46% | 105.13% |
| 3Y (ann.) | 9.6% | 68.87% |
| 5Y (ann.) | 9.6% | 68.87% |
| Metric | 11378314:btcusd:triple_med_gx:lsma90_55 | 11378314:BTCUSD |
|---|---|---|
| Max Drawdown | -8.04% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -2.11% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 1.34 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-22 | -8.04 | 213 |
| 2024-07-22 | 2024-09-19 | -6.11 | 59 |
| 2025-07-04 | 2025-07-14 | -1.71 | 10 |
| 2025-06-15 | 2025-07-02 | -1.57 | 17 |
| 2025-04-28 | 2025-05-15 | -1.41 | 16 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-05-15 | 2025-06-15 | -1.22 | 30 |
| 2024-06-10 | 2024-07-21 | -1.12 | 41 |
| 2024-06-09 | 2024-06-10 | -0.47 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| Metric | 11378314:btcusd:triple_med_gx:lsma90_55 | 11378314:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -3.99% | -12.33% |
| Best Month | 10.0% | 37.42% |
| Worst Month | -3.15% | -17.69% |
| Best Year | 11.62% | 38.02% |
| Worst Year | -0.74% | 30.14% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.67% | -0.8% |
| Avg. Up Week | 3.15% | 4.7% |
| Avg. Down Week | -1.29% | -3.48% |
| Avg. Up Month | 3.74% | 18.06% |
| Avg. Down Month | -0.7% | -4.22% |
| Win Days % | 48.43% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |