| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 19.31% | 79.62% |
| Max Drawdown | -13.14% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.86 | 0.96 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 2.47 | 1.08 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 2.0 | 0.98 |
| Outlier Win Ratio | 40.32 | 3.05 |
| Outlier Loss Ratio | 3.86 | 2.92 |
| Volatility (ann.) | 7.46% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.3 | 2.33 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 28.72 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.27% | 4.27% |
| Expected Yearly % | 9.23% | 34.02% |
| Kelly Criterion | 4.44% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11378483:BTCUSD | 11378483:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.03 | 0.47 | - |
| 2025 | 30.14 | 1.09 | 0.04 | - |
| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| MTD | -1.37% | 13.36% |
| 3M | 7.56% | 45.08% |
| 6M | 3.4% | 28.47% |
| YTD | 1.09% | 30.14% |
| 1Y | 14.62% | 105.13% |
| 3Y (ann.) | 17.11% | 68.87% |
| 5Y (ann.) | 17.11% | 68.87% |
| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| Max Drawdown | -13.14% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -3.05% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-04-22 | -13.14 | 127 |
| 2024-12-08 | 2024-12-15 | -6.77 | 6 |
| 2024-08-29 | 2024-11-19 | -4.54 | 81 |
| 2024-07-24 | 2024-08-20 | -3.92 | 26 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2025-05-01 | 2025-07-14 | -3.50 | 73 |
| 2025-04-23 | 2025-05-01 | -1.71 | 7 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 8.13% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 18.03% | 38.02% |
| Worst Year | 1.09% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.12% | 7.31% |
| Avg. Down Week | -1.98% | -4.15% |
| Avg. Up Month | 4.35% | 17.5% |
| Avg. Down Month | -4.05% | -17.69% |
| Win Days % | 50.98% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |