| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 12.49% | 61.16% |
| Max Drawdown | -30.13% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.37 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 13.57 | 3.82 |
| Outlier Loss Ratio | 3.77 | 3.68 |
| Volatility (ann.) | 17.47% | 25.19% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.4 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 28.17 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.91% | 3.74% |
| Expected Yearly % | 6.06% | 26.95% |
| Kelly Criterion | 1.86% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.13% |
| Expected Shortfall (cVaR) | -1.49% | -2.13% |
| Year | 11395476:BTCUSD | 11395476:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.34 | 0.04 | - |
| 2025 | 16.76 | 11.00 | 0.66 | - |
| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.63% | 31.46% |
| 6M | 13.35% | 12.77% |
| YTD | 11.0% | 16.76% |
| 1Y | 14.45% | 56.84% |
| 3Y (ann.) | 12.14% | 59.12% |
| 5Y (ann.) | 12.14% | 59.12% |
| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| Max Drawdown | -30.13% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -7.01% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -30.13 | 180 |
| 2025-03-03 | 2025-06-11 | -18.06 | 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 | -4.24 | 54 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.92% | -12.33% |
| Best Month | 10.93% | 37.42% |
| Worst Month | -12.2% | -17.69% |
| Best Year | 11.0% | 38.02% |
| Worst Year | 1.34% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.46% | 3.64% |
| Avg. Down Week | -2.9% | -4.12% |
| Avg. Up Month | 5.53% | 12.39% |
| Avg. Down Month | -6.3% | -8.96% |
| Win Days % | 49.85% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 55.26% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |