| Metric | 11402493:btcusd:triple_med_gx:lsma90_135 | 11402493:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 51.54% | 61.16% |
| Max Drawdown | -19.55% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.19 | 0.85 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 15.3 | 3.75 |
| Outlier Loss Ratio | 4.02 | 3.47 |
| Volatility (ann.) | 14.88% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.55 | 2.0 |
| Skew | 1.57 | 0.21 |
| Kurtosis | 28.21 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.25% | 3.74% |
| Expected Yearly % | 23.1% | 26.95% |
| Kelly Criterion | 6.83% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11402493:BTCUSD | 11402493:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 37.12 | 0.98 | - |
| 2025 | 16.76 | 10.52 | 0.63 | - |
| Metric | 11402493:btcusd:triple_med_gx:lsma90_135 | 11402493:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.71% | 31.46% |
| 6M | 16.92% | 12.77% |
| YTD | 10.52% | 16.76% |
| 1Y | 46.99% | 56.84% |
| 3Y (ann.) | 49.87% | 59.12% |
| 5Y (ann.) | 49.87% | 59.12% |
| Metric | 11402493:btcusd:triple_med_gx:lsma90_135 | 11402493:BTCUSD |
|---|---|---|
| Max Drawdown | -19.55% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-13 | -19.55 | 99 |
| 2025-03-03 | 2025-06-09 | -15.24 | 98 |
| 2025-01-07 | 2025-03-02 | -11.48 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-12 | -5.54 | 24 |
| 2024-12-16 | 2025-01-03 | -5.45 | 17 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402493:btcusd:triple_med_gx:lsma90_135 | 11402493:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.55% | -12.33% |
| Best Month | 11.4% | 37.42% |
| Worst Month | -9.09% | -17.69% |
| Best Year | 37.12% | 38.02% |
| Worst Year | 10.52% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.04% | 4.07% |
| Avg. Down Week | -2.33% | -4.38% |
| Avg. Up Month | 5.88% | 13.54% |
| Avg. Down Month | -3.09% | -12.52% |
| Win Days % | 49.74% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |