| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 45.73% | 75.42% |
| Max Drawdown | -7.66% | -29.51% |
| Sharpe | 1.0 | 0.63 |
| Sortino | 1.83 | 0.92 |
| Payoff Ratio | 1.31 | 1.17 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | 24.72 | 1.06 |
| CPC Index | 1.12 | 0.67 |
| Tail Ratio | 15.6 | 0.96 |
| Outlier Win Ratio | 39.53 | 3.15 |
| Outlier Loss Ratio | 3.06 | 2.85 |
| Volatility (ann.) | 8.69% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | 5.18 | 2.19 |
| Skew | 3.58 | 0.2 |
| Kurtosis | 55.39 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.73% | 4.1% |
| Expected Yearly % | 20.72% | 32.45% |
| Kelly Criterion | 18.89% | 10.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11406537:BTCUSD | 11406537:btcusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.12 | 0.82 | - |
| 2025 | 27.10 | 11.14 | 0.41 | - |
| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.66% | 41.88% |
| 6M | 11.14% | 22.91% |
| YTD | 11.14% | 27.1% |
| 1Y | 51.3% | 82.29% |
| 3Y (ann.) | 39.72% | 64.73% |
| 5Y (ann.) | 39.72% | 64.73% |
| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| Max Drawdown | -7.66% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.11% | -4.71% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 5.97 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-10-14 | -7.66 | 30 |
| 2024-12-05 | 2025-04-11 | -5.45 | 126 |
| 2024-06-10 | 2024-08-05 | -4.69 | 55 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-10-15 | 2024-12-04 | -3.09 | 50 |
| 2025-04-15 | 2025-05-21 | -2.59 | 36 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-05-22 | 2025-07-17 | -2.29 | 55 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 17.78% | 37.42% |
| Worst Month | -3.68% | -17.69% |
| Best Year | 31.12% | 38.02% |
| Worst Year | 11.14% | 27.1% |
| Avg. Up Day | 1.06% | 1.06% |
| Avg. Down Day | -0.81% | -0.91% |
| Avg. Up Week | 3.82% | 4.97% |
| Avg. Down Week | -1.5% | -4.62% |
| Avg. Up Month | 5.03% | 10.87% |
| Avg. Down Month | -2.03% | -12.52% |
| Win Days % | 54.01% | 51.89% |
| Win Month % | 77.78% | 64.29% |
| Win Week % | 64.29% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |