| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 63.34% | 61.16% |
| Max Drawdown | -14.93% | -29.51% |
| Sharpe | 0.88 | 0.59 |
| Sortino | 1.4 | 0.85 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 15.46 | 3.75 |
| Outlier Loss Ratio | 4.08 | 3.47 |
| Volatility (ann.) | 14.83% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.1 | 2.0 |
| Skew | 1.68 | 0.21 |
| Kurtosis | 29.11 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.85% | 3.74% |
| Expected Yearly % | 27.8% | 26.95% |
| Kelly Criterion | 8.7% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11402437:BTCUSD | 11402437:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.65 | 0.94 | - |
| 2025 | 16.76 | 20.41 | 1.22 | + |
| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.06% | 31.46% |
| 6M | 28.27% | 12.77% |
| YTD | 20.41% | 16.76% |
| 1Y | 59.58% | 56.84% |
| 3Y (ann.) | 61.22% | 59.12% |
| 5Y (ann.) | 61.22% | 59.12% |
| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| Max Drawdown | -14.93% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.42% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 4.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-17 | -14.93 | 98 |
| 2025-03-02 | 2025-05-18 | -14.36 | 77 |
| 2025-01-07 | 2025-03-02 | -8.42 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2024-12-23 | 2025-01-03 | -4.75 | 11 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.54% | 37.42% |
| Worst Month | -7.7% | -17.69% |
| Best Year | 35.65% | 38.02% |
| Worst Year | 20.41% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.78% | 5.27% |
| Avg. Down Week | -3.27% | -4.04% |
| Avg. Up Month | 6.21% | 13.54% |
| Avg. Down Month | -7.7% | -7.35% |
| Win Days % | 50.61% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |