| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -0.13% | 61.16% |
| Max Drawdown | -12.75% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.25 | 1.28 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.73 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 56.71 | 3.02 |
| Outlier Loss Ratio | 3.45 | 2.77 |
| Volatility (ann.) | 8.24% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.01 | 2.0 |
| Skew | 1.83 | 0.21 |
| Kurtosis | 114.6 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.74% |
| Expected Yearly % | -0.06% | 26.95% |
| Kelly Criterion | -5.13% | 14.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11395085:BTCUSD | 11395085:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.97 | 0.34 | - |
| 2025 | 16.76 | -11.60 | -0.69 | - |
| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -7.03% | 31.46% |
| 6M | -7.43% | 12.77% |
| YTD | -11.6% | 16.76% |
| 1Y | -0.17% | 56.84% |
| 3Y (ann.) | -0.12% | 59.12% |
| 5Y (ann.) | -0.12% | 59.12% |
| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| Max Drawdown | -12.75% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-06-11 | -12.75 | 158 |
| 2024-08-14 | 2024-11-06 | -6.38 | 83 |
| 2024-06-10 | 2024-07-08 | -4.78 | 27 |
| 2024-11-07 | 2024-12-11 | -4.25 | 33 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-07-08 | 2024-07-09 | -1.52 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2025-01-03 | -0.78 | 20 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -5.35% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -5.68% | -17.69% |
| Best Year | 12.97% | 38.02% |
| Worst Year | -11.6% | 16.76% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 3.4% | 5.9% |
| Avg. Down Week | -2.59% | -3.96% |
| Avg. Up Month | 3.24% | 13.69% |
| Avg. Down Month | -2.91% | -8.96% |
| Win Days % | 41.51% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |