| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.42% | 61.16% |
| Max Drawdown | -10.05% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.85 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.57 | 0.66 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 56.6 | 2.93 |
| Outlier Loss Ratio | 3.57 | 2.73 |
| Volatility (ann.) | 7.14% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.23 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 48.16 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 3.74% |
| Expected Yearly % | 1.21% | 26.95% |
| Kelly Criterion | -1.88% | 10.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11401213:BTCUSD | 11401213:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.53 | -0.15 | - |
| 2025 | 16.76 | 8.42 | 0.50 | - |
| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | 6.65% | 31.46% |
| 6M | 9.15% | 12.77% |
| YTD | 8.42% | 16.76% |
| 1Y | 3.16% | 56.84% |
| 3Y (ann.) | 2.36% | 59.12% |
| 5Y (ann.) | 2.36% | 59.12% |
| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| Max Drawdown | -10.05% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -7.14% | -4.82% |
| Avg. Drawdown Days | 122.0 | 14.0 |
| Recovery Factor | 0.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -10.05 | 97 |
| 2024-07-04 | 2025-03-06 | -8.12 | 245 |
| 2024-06-05 | 2024-06-30 | -3.23 | 25 |
| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 3.95% | 37.42% |
| Worst Month | -5.15% | -17.69% |
| Best Year | 8.42% | 38.02% |
| Worst Year | -5.53% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 2.4% | 6.66% |
| Avg. Down Week | -2.25% | -3.63% |
| Avg. Up Month | 2.13% | 9.55% |
| Avg. Down Month | -3.08% | -4.68% |
| Win Days % | 43.9% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |