| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -4.2% | 61.52% |
| Max Drawdown | -21.64% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 65.4 | 2.87 |
| Outlier Loss Ratio | 3.42 | 2.76 |
| Volatility (ann.) | 6.89% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.19 | 2.02 |
| Skew | -2.21 | 0.21 |
| Kurtosis | 65.3 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.33% | 3.76% |
| Expected Yearly % | -2.12% | 27.09% |
| Kelly Criterion | -8.26% | 2.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11382112:BTCUSD | 11382112:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.13 | 0.16 | - |
| 2025 | 17.02 | -9.73 | -0.57 | - |
| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.14% | 31.76% |
| 6M | -19.2% | 12.25% |
| YTD | -9.73% | 17.02% |
| 1Y | -4.2% | 57.19% |
| 3Y (ann.) | -4.09% | 59.47% |
| 5Y (ann.) | -4.09% | 59.47% |
| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -21.64 | 179 |
| 2024-06-12 | 2024-07-26 | -3.71 | 43 |
| 2024-08-20 | 2024-08-21 | -2.71 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-08-31 | 2024-09-24 | -1.55 | 24 |
| 2024-11-22 | 2024-12-12 | -1.11 | 20 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-10-25 | 2024-11-19 | -0.67 | 25 |
| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 7.53% | 18.93% |
| Worst Week | -10.53% | -12.33% |
| Best Month | 7.53% | 37.42% |
| Worst Month | -10.49% | -17.69% |
| Best Year | 6.13% | 38.02% |
| Worst Year | -9.73% | 17.02% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 2.99% | 5.12% |
| Avg. Down Week | -2.88% | -5.08% |
| Avg. Up Month | 2.62% | 14.0% |
| Avg. Down Month | -4.34% | -7.59% |
| Win Days % | 45.39% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |