| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 11.02% | 79.62% |
| Max Drawdown | -20.12% | -29.51% |
| Sharpe | 0.34 | 0.65 |
| Sortino | 0.48 | 0.96 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 44.43 | 2.98 |
| Outlier Loss Ratio | 3.5 | 2.95 |
| Volatility (ann.) | 7.75% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.49 | 2.33 |
| Skew | -0.77 | 0.2 |
| Kurtosis | 40.06 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.75% | 4.27% |
| Expected Yearly % | 5.36% | 34.02% |
| Kelly Criterion | 1.42% | 6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11380894:BTCUSD | 11380894:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.55 | 0.57 | - |
| 2025 | 30.14 | -8.67 | -0.29 | - |
| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| MTD | -0.17% | 13.36% |
| 3M | 2.67% | 45.08% |
| 6M | -8.67% | 28.47% |
| YTD | -8.67% | 30.14% |
| 1Y | 18.14% | 105.13% |
| 3Y (ann.) | 9.8% | 68.87% |
| 5Y (ann.) | 9.8% | 68.87% |
| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| Max Drawdown | -20.12% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -2.2% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.55 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-07-14 | -20.12 | 213 |
| 2024-06-12 | 2024-08-20 | -6.20 | 68 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-30 | 2024-09-22 | -1.31 | 23 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-10 | -0.95 | 2 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -6.2% | -12.33% |
| Best Month | 12.87% | 37.42% |
| Worst Month | -6.34% | -17.69% |
| Best Year | 21.55% | 38.02% |
| Worst Year | -8.67% | 30.14% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.65% | 6.37% |
| Avg. Down Week | -2.42% | -4.92% |
| Avg. Up Month | 5.5% | 14.57% |
| Avg. Down Month | -4.09% | -9.42% |
| Win Days % | 49.3% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |