| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -1.81% | 61.16% |
| Max Drawdown | -11.61% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.85 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.5 | 0.72 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 74.85 | 2.76 |
| Outlier Loss Ratio | 3.81 | 2.63 |
| Volatility (ann.) | 6.13% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.15 | 2.0 |
| Skew | 0.09 | 0.21 |
| Kurtosis | 70.54 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 3.74% |
| Expected Yearly % | -0.91% | 26.95% |
| Kelly Criterion | -7.35% | 14.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11397807:BTCUSD | 11397807:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.82 | -0.10 | - |
| 2025 | 16.76 | 2.10 | 0.13 | - |
| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| MTD | 1.54% | 4.16% |
| 3M | 2.3% | 31.46% |
| 6M | 1.25% | 12.77% |
| YTD | 2.1% | 16.76% |
| 1Y | -1.1% | 56.84% |
| 3Y (ann.) | -1.76% | 59.12% |
| 5Y (ann.) | -1.76% | 59.12% |
| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| Max Drawdown | -11.61% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.82% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | -0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-13 | 2025-06-11 | -11.61 | 241 |
| 2024-06-05 | 2024-06-30 | -3.23 | 25 |
| 2024-07-09 | 2024-08-13 | -2.79 | 35 |
| 2024-08-13 | 2024-09-10 | -0.97 | 28 |
| 2024-10-12 | 2024-10-12 | -0.18 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.72% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 2.3% | 37.42% |
| Worst Month | -6.57% | -17.69% |
| Best Year | 2.1% | 38.02% |
| Worst Year | -3.82% | 16.76% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 1.77% | 5.38% |
| Avg. Down Week | -2.4% | -3.72% |
| Avg. Up Month | 1.63% | 7.69% |
| Avg. Down Month | -3.2% | -7.67% |
| Win Days % | 39.69% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |