| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.39% | 79.62% |
| Max Drawdown | -5.41% | -29.51% |
| Sharpe | 0.56 | 0.65 |
| Sortino | 0.95 | 0.96 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.34 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 70.8 | 2.75 |
| Outlier Loss Ratio | 4.21 | 2.56 |
| Volatility (ann.) | 5.29% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.2 | 2.33 |
| Skew | 3.46 | 0.2 |
| Kurtosis | 68.59 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.9% | 4.27% |
| Expected Yearly % | 6.49% | 34.02% |
| Kelly Criterion | 8.99% | 11.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.07% |
| Expected Shortfall (cVaR) | -0.45% | -2.07% |
| Year | 11380563:BTCUSD | 11380563:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.75 | 0.02 | - |
| 2025 | 30.14 | 12.55 | 0.42 | - |
| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 10.8% | 45.08% |
| 6M | 15.07% | 28.47% |
| YTD | 12.55% | 30.14% |
| 1Y | 12.56% | 105.13% |
| 3Y (ann.) | 11.9% | 68.87% |
| 5Y (ann.) | 11.9% | 68.87% |
| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| Max Drawdown | -5.41% | -29.51% |
| Longest DD Days | 120.0 | 144.0 |
| Avg. Drawdown | -1.64% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 2.48 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-24 | -5.41 | 64 |
| 2025-03-14 | 2025-04-22 | -4.57 | 38 |
| 2024-09-25 | 2025-01-23 | -3.64 | 120 |
| 2025-05-15 | 2025-07-02 | -2.10 | 48 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-06-09 | 2024-07-10 | -0.69 | 30 |
| 2025-02-21 | 2025-03-14 | -0.34 | 21 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -3.47% | -12.33% |
| Best Month | 10.16% | 37.42% |
| Worst Month | -2.26% | -17.69% |
| Best Year | 12.55% | 38.02% |
| Worst Year | 0.75% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.56% | -0.63% |
| Avg. Up Week | 2.1% | 5.03% |
| Avg. Down Week | -1.06% | -2.78% |
| Avg. Up Month | 4.23% | 11.61% |
| Avg. Down Month | -1.35% | -4.72% |
| Win Days % | 48.65% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 54.17% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |