| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.33% | 61.52% |
| Max Drawdown | -10.89% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.16 | 0.86 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 0.09 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 0.09 | 0.97 |
| Outlier Win Ratio | 57.36 | 2.9 |
| Outlier Loss Ratio | 3.45 | 2.74 |
| Volatility (ann.) | 6.63% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.21 | 2.02 |
| Skew | -1.1 | 0.21 |
| Kurtosis | 44.11 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 3.76% |
| Expected Yearly % | 1.16% | 27.09% |
| Kelly Criterion | -3.71% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11382407:BTCUSD | 11382407:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.52 | -0.28 | - |
| 2025 | 17.02 | 14.36 | 0.84 | - |
| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.94% | 31.76% |
| 6M | 9.84% | 12.25% |
| YTD | 14.36% | 17.02% |
| 1Y | 3.3% | 57.19% |
| 3Y (ann.) | 2.26% | 59.47% |
| 5Y (ann.) | 2.26% | 59.47% |
| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| Max Drawdown | -10.89% | -29.51% |
| Longest DD Days | 275.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.21 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-12 | -10.89 | 275 |
| 2025-04-15 | 2025-06-11 | -4.73 | 56 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-03-24 | 2025-04-14 | -2.04 | 20 |
| 2025-03-14 | 2025-03-23 | -0.48 | 9 |
| 2025-04-14 | 2025-04-15 | -0.35 | 0 |
| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 6.69% | 18.93% |
| Worst Week | -4.83% | -12.33% |
| Best Month | 10.2% | 37.42% |
| Worst Month | -4.83% | -17.69% |
| Best Year | 14.36% | 38.02% |
| Worst Year | -10.52% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 1.32% | 4.64% |
| Avg. Down Week | -3.8% | -5.74% |
| Avg. Up Month | 2.33% | 16.74% |
| Avg. Down Month | -3.17% | -6.43% |
| Win Days % | 47.27% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 56.52% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |