| Metric | 11393949:btcusd:triple_med_gx:lsma90_110 | 11393949:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 18.54% | 61.16% |
| Max Drawdown | -28.9% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 13.12 | 3.84 |
| Outlier Loss Ratio | 3.93 | 3.67 |
| Volatility (ann.) | 17.58% | 25.19% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.62 | 2.0 |
| Skew | 0.79 | 0.21 |
| Kurtosis | 27.44 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 3.74% |
| Expected Yearly % | 8.88% | 26.95% |
| Kelly Criterion | 1.6% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.13% |
| Expected Shortfall (cVaR) | -1.5% | -2.13% |
| Year | 11393949:BTCUSD | 11393949:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.45 | 0.43 | - |
| 2025 | 16.76 | 1.79 | 0.11 | - |
| Metric | 11393949:btcusd:triple_med_gx:lsma90_110 | 11393949:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | -1.49% | 31.46% |
| 6M | 5.21% | 12.77% |
| YTD | 1.79% | 16.76% |
| 1Y | 17.79% | 56.84% |
| 3Y (ann.) | 18.0% | 59.12% |
| 5Y (ann.) | 18.0% | 59.12% |
| Metric | 11393949:btcusd:triple_med_gx:lsma90_110 | 11393949:BTCUSD |
|---|---|---|
| Max Drawdown | -28.9% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.52% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.90 | 151 |
| 2025-03-03 | 2025-06-11 | -19.38 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -5.05 | 54 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11393949:btcusd:triple_med_gx:lsma90_110 | 11393949:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.72% | 37.42% |
| Worst Month | -9.19% | -17.69% |
| Best Year | 16.45% | 38.02% |
| Worst Year | 1.79% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.2% | 4.04% |
| Avg. Down Week | -2.41% | -4.16% |
| Avg. Up Month | 7.17% | 12.1% |
| Avg. Down Month | -5.19% | -8.96% |
| Win Days % | 48.8% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 53.66% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |