| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 25.75% | 61.16% |
| Max Drawdown | -29.49% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 12.42 | 3.89 |
| Outlier Loss Ratio | 3.84 | 3.68 |
| Volatility (ann.) | 18.14% | 25.19% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.85 | 2.0 |
| Skew | 0.77 | 0.21 |
| Kurtosis | 24.6 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.74% |
| Expected Yearly % | 12.14% | 26.95% |
| Kelly Criterion | 3.34% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.13% |
| Expected Shortfall (cVaR) | -1.54% | -2.13% |
| Year | 11393837:BTCUSD | 11393837:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.99 | 0.18 | - |
| 2025 | 16.76 | 17.53 | 1.05 | + |
| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.47% | 31.46% |
| 6M | 17.94% | 12.77% |
| YTD | 17.53% | 16.76% |
| 1Y | 25.55% | 56.84% |
| 3Y (ann.) | 24.98% | 59.12% |
| 5Y (ann.) | 24.98% | 59.12% |
| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| Max Drawdown | -29.49% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.37% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.87 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -29.49 | 151 |
| 2025-03-03 | 2025-06-11 | -17.62 | 100 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -2.05 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.5% | -12.33% |
| Best Month | 10.97% | 37.42% |
| Worst Month | -10.57% | -17.69% |
| Best Year | 17.53% | 38.02% |
| Worst Year | 6.99% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.34% | 4.11% |
| Avg. Down Week | -2.79% | -4.05% |
| Avg. Up Month | 5.9% | 12.39% |
| Avg. Down Month | -9.33% | -8.04% |
| Win Days % | 48.82% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.54% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |