| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 17.67% | 79.62% |
| Max Drawdown | -10.14% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.81 | 0.96 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 51.64 | 2.88 |
| Outlier Loss Ratio | 3.81 | 2.73 |
| Volatility (ann.) | 6.81% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.55 | 2.33 |
| Skew | -1.91 | 0.2 |
| Kurtosis | 86.99 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.17% | 4.27% |
| Expected Yearly % | 8.48% | 34.02% |
| Kelly Criterion | 7.66% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.07% |
| Expected Shortfall (cVaR) | -0.58% | -2.07% |
| Year | 11379495:BTCUSD | 11379495:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.11 | 0.08 | - |
| 2025 | 30.14 | 14.12 | 0.47 | - |
| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| MTD | 0.34% | 13.36% |
| 3M | 10.73% | 45.08% |
| 6M | 11.95% | 28.47% |
| YTD | 14.12% | 30.14% |
| 1Y | 22.96% | 105.13% |
| 3Y (ann.) | 15.67% | 68.87% |
| 5Y (ann.) | 15.67% | 68.87% |
| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| Max Drawdown | -10.14% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.1% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-11 | -10.14 | 183 |
| 2025-02-22 | 2025-04-22 | -7.74 | 59 |
| 2025-01-24 | 2025-02-20 | -2.06 | 26 |
| 2024-12-12 | 2024-12-15 | -2.02 | 2 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-04-23 | 2025-06-16 | -1.66 | 54 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-01-03 | 2025-01-10 | -0.59 | 7 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.3% | 18.93% |
| Worst Week | -6.33% | -12.33% |
| Best Month | 8.85% | 37.42% |
| Worst Month | -5.14% | -17.69% |
| Best Year | 14.12% | 38.02% |
| Worst Year | 3.11% | 30.14% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.74% | 5.05% |
| Avg. Down Week | -2.33% | -4.79% |
| Avg. Up Month | 3.32% | 14.06% |
| Avg. Down Month | -3.59% | -4.72% |
| Win Days % | 52.76% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |