| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.14% | 61.16% |
| Max Drawdown | -7.99% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 0.28 | 1.07 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 0.22 | 0.98 |
| Outlier Win Ratio | 55.8 | 2.91 |
| Outlier Loss Ratio | 3.94 | 2.74 |
| Volatility (ann.) | 6.5% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.6 | 2.0 |
| Skew | 0.92 | 0.21 |
| Kurtosis | 41.69 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.95% | 3.74% |
| Expected Yearly % | 6.37% | 26.95% |
| Kelly Criterion | 4.66% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11396489:BTCUSD | 11396489:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.53 | 0.41 | - |
| 2025 | 16.76 | -2.07 | -0.12 | - |
| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | -2.96% | 31.46% |
| 6M | 6.18% | 12.77% |
| YTD | -2.07% | 16.76% |
| 1Y | 16.0% | 56.84% |
| 3Y (ann.) | 12.77% | 59.12% |
| 5Y (ann.) | 12.77% | 59.12% |
| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| Max Drawdown | -7.99% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.69% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -7.99 | 116 |
| 2024-06-07 | 2024-09-12 | -6.89 | 96 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-11-04 | 2024-11-07 | -1.76 | 3 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 4.9% | 18.93% |
| Worst Week | -3.77% | -12.33% |
| Best Month | 5.35% | 37.42% |
| Worst Month | -4.51% | -17.69% |
| Best Year | 15.53% | 38.02% |
| Worst Year | -2.07% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 2.37% | 6.18% |
| Avg. Down Week | -0.54% | -3.45% |
| Avg. Up Month | 3.15% | 16.34% |
| Avg. Down Month | -3.35% | -4.72% |
| Win Days % | 47.56% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |