| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.82% | 61.16% |
| Max Drawdown | -8.48% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 1.18 | 1.21 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 0.83 | 1.07 |
| CPC Index | 0.73 | 0.69 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 53.03 | 3.02 |
| Outlier Loss Ratio | 3.85 | 2.71 |
| Volatility (ann.) | 6.67% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.7 | 2.0 |
| Skew | 1.38 | 0.21 |
| Kurtosis | 38.68 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.07% | 3.74% |
| Expected Yearly % | 7.15% | 26.95% |
| Kelly Criterion | 5.63% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11403247:BTCUSD | 11403247:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.31 | 0.24 | - |
| 2025 | 16.76 | 5.04 | 0.30 | - |
| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| MTD | 3.47% | 4.16% |
| 3M | 2.04% | 31.46% |
| 6M | 16.2% | 12.77% |
| YTD | 5.04% | 16.76% |
| 1Y | 17.74% | 56.84% |
| 3Y (ann.) | 14.4% | 59.12% |
| 5Y (ann.) | 14.4% | 59.12% |
| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| Max Drawdown | -8.48% | -29.51% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -8.48 | 129 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-02-14 | 2025-03-11 | -3.49 | 24 |
| 2025-01-04 | 2025-02-14 | -2.80 | 41 |
| 2025-03-11 | 2025-06-09 | -2.25 | 90 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-03 | 2024-12-08 | -1.10 | 35 |
| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 7.07% | 18.93% |
| Worst Week | -3.28% | -12.33% |
| Best Month | 6.82% | 37.42% |
| Worst Month | -6.0% | -17.69% |
| Best Year | 9.31% | 38.02% |
| Worst Year | 5.04% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.68% |
| Avg. Up Week | 2.76% | 5.94% |
| Avg. Down Week | -1.43% | -3.25% |
| Avg. Up Month | 3.08% | 7.04% |
| Avg. Down Month | -3.06% | -11.25% |
| Win Days % | 48.89% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |