| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 1.23% | 61.52% |
| Max Drawdown | -4.62% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.13 | 0.86 |
| Payoff Ratio | 1.17 | 1.02 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 102.44 | 2.6 |
| Outlier Loss Ratio | 3.94 | 2.44 |
| Volatility (ann.) | 4.42% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.26 | 2.02 |
| Skew | 0.83 | 0.21 |
| Kurtosis | 67.93 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.09% | 3.76% |
| Expected Yearly % | 0.61% | 27.09% |
| Kelly Criterion | -5.62% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11381777:BTCUSD | 11381777:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.55 | 0.04 | - |
| 2025 | 17.02 | -0.31 | -0.02 | - |
| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.78% | 31.76% |
| 6M | -0.71% | 12.25% |
| YTD | -0.31% | 17.02% |
| 1Y | 1.74% | 57.19% |
| 3Y (ann.) | 1.19% | 59.47% |
| 5Y (ann.) | 1.19% | 59.47% |
| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| Max Drawdown | -4.62% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -4.62 | 179 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-06-09 | 2024-08-20 | -2.77 | 71 |
| 2024-09-25 | 2024-12-13 | -2.23 | 79 |
| 2024-08-22 | 2024-09-24 | -1.92 | 33 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| Best Day | 2.87% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 3.71% | 18.93% |
| Worst Week | -2.68% | -12.33% |
| Best Month | 3.71% | 37.42% |
| Worst Month | -2.19% | -17.69% |
| Best Year | 1.55% | 38.02% |
| Worst Year | -0.31% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.64% | -0.75% |
| Avg. Up Week | 1.79% | 7.54% |
| Avg. Down Week | -1.28% | -2.94% |
| Avg. Up Month | 1.33% | 19.63% |
| Avg. Down Month | -1.03% | -4.22% |
| Win Days % | 43.0% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |