| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 9.88% | 61.16% |
| Max Drawdown | -27.28% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 14.54 | 3.79 |
| Outlier Loss Ratio | 3.8 | 3.68 |
| Volatility (ann.) | 16.63% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.35 | 2.0 |
| Skew | 0.05 | 0.21 |
| Kurtosis | 26.13 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.74% |
| Expected Yearly % | 4.82% | 26.95% |
| Kelly Criterion | 1.76% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.13% |
| Expected Shortfall (cVaR) | -1.42% | -2.13% |
| Year | 11397205:BTCUSD | 11397205:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.36 | 0.06 | - |
| 2025 | 16.76 | 7.34 | 0.44 | - |
| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.56% | 31.46% |
| 6M | 12.77% | 12.77% |
| YTD | 7.34% | 16.76% |
| 1Y | 12.68% | 56.84% |
| 3Y (ann.) | 9.61% | 59.12% |
| 5Y (ann.) | 9.61% | 59.12% |
| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| Max Drawdown | -27.28% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -8.3% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -27.28 | 180 |
| 2025-01-07 | 2025-06-11 | -21.86 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-12-24 | 2024-12-24 | -0.42 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 9.91% | 37.42% |
| Worst Month | -13.66% | -17.69% |
| Best Year | 7.34% | 38.02% |
| Worst Year | 2.36% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.25% | 4.1% |
| Avg. Down Week | -2.53% | -4.3% |
| Avg. Up Month | 5.57% | 12.93% |
| Avg. Down Month | -7.68% | -8.96% |
| Win Days % | 50.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |