| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 10.22% | 79.62% |
| Max Drawdown | -12.95% | -29.51% |
| Sharpe | 0.33 | 0.65 |
| Sortino | 0.45 | 0.96 |
| Payoff Ratio | 0.93 | 0.88 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.78 | 1.08 |
| CPC Index | 0.56 | 0.51 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 44.89 | 2.95 |
| Outlier Loss Ratio | 3.56 | 2.84 |
| Volatility (ann.) | 7.44% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.7 | 2.33 |
| Skew | -2.28 | 0.2 |
| Kurtosis | 62.16 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.7% | 4.27% |
| Expected Yearly % | 4.99% | 34.02% |
| Kelly Criterion | 1.31% | -2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11378427:BTCUSD | 11378427:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.20 | 0.27 | - |
| 2025 | 30.14 | 0.02 | 0.00 | - |
| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| MTD | -1.38% | 13.36% |
| 3M | 3.88% | 45.08% |
| 6M | -3.88% | 28.47% |
| YTD | 0.02% | 30.14% |
| 1Y | 11.71% | 105.13% |
| 3Y (ann.) | 9.1% | 68.87% |
| 5Y (ann.) | 9.1% | 68.87% |
| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -29.51% |
| Longest DD Days | 109.0 | 144.0 |
| Avg. Drawdown | -2.95% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-04-30 | -12.95 | 109 |
| 2025-04-30 | 2025-07-14 | -5.91 | 74 |
| 2024-06-11 | 2024-09-19 | -5.90 | 100 |
| 2024-12-09 | 2024-12-11 | -5.19 | 2 |
| 2024-09-20 | 2024-11-19 | -3.58 | 60 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2025-01-04 | 2025-01-10 | -0.40 | 6 |
| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.35% | 18.93% |
| Worst Week | -4.69% | -12.33% |
| Best Month | 8.85% | 37.42% |
| Worst Month | -3.7% | -17.69% |
| Best Year | 10.2% | 38.02% |
| Worst Year | 0.02% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.73% | 6.01% |
| Avg. Down Week | -1.93% | -4.23% |
| Avg. Up Month | 3.56% | 17.15% |
| Avg. Down Month | -1.79% | -9.04% |
| Win Days % | 52.54% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |