| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.01% | 79.62% |
| Max Drawdown | -8.8% | -29.51% |
| Sharpe | 0.45 | 0.65 |
| Sortino | 0.67 | 0.96 |
| Payoff Ratio | 1.1 | 0.87 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.7 | 0.5 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 65.3 | 2.8 |
| Outlier Loss Ratio | 4.13 | 2.7 |
| Volatility (ann.) | 5.52% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.11 | 2.33 |
| Skew | 0.49 | 0.2 |
| Kurtosis | 50.79 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.75% | 4.27% |
| Expected Yearly % | 5.36% | 34.02% |
| Kelly Criterion | 6.41% | -3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.07% |
| Expected Shortfall (cVaR) | -0.47% | -2.07% |
| Year | 11380671:BTCUSD | 11380671:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.60 | 0.12 | - |
| 2025 | 30.14 | 6.14 | 0.20 | - |
| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| MTD | -0.93% | 13.36% |
| 3M | 10.9% | 45.08% |
| 6M | 5.33% | 28.47% |
| YTD | 6.14% | 30.14% |
| 1Y | 12.17% | 105.13% |
| 3Y (ann.) | 9.8% | 68.87% |
| 5Y (ann.) | 9.8% | 68.87% |
| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| Max Drawdown | -8.8% | -29.51% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -2.03% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-19 | 2025-04-22 | -8.80 | 62 |
| 2024-06-11 | 2024-09-26 | -6.00 | 107 |
| 2024-10-22 | 2024-12-11 | -2.98 | 50 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2024-12-12 | 2025-01-10 | -2.02 | 28 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-06-15 | 2025-06-16 | -1.02 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-05-15 | 2025-06-15 | -0.43 | 30 |
| 2025-04-23 | 2025-04-30 | -0.39 | 6 |
| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -5.08% | -12.33% |
| Best Month | 10.19% | 37.42% |
| Worst Month | -3.09% | -17.69% |
| Best Year | 6.14% | 38.02% |
| Worst Year | 4.6% | 30.14% |
| Avg. Up Day | 0.66% | 0.69% |
| Avg. Down Day | -0.6% | -0.8% |
| Avg. Up Week | 2.31% | 5.5% |
| Avg. Down Week | -1.83% | -5.1% |
| Avg. Up Month | 3.45% | 14.2% |
| Avg. Down Month | -2.52% | -9.04% |
| Win Days % | 50.88% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |