| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.34% | 61.52% |
| Max Drawdown | -7.01% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.74 | 0.86 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 68.36 | 2.76 |
| Outlier Loss Ratio | 3.52 | 2.44 |
| Volatility (ann.) | 5.73% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.57 | 2.02 |
| Skew | 1.07 | 0.21 |
| Kurtosis | 61.48 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.76% |
| Expected Yearly % | 5.52% | 27.09% |
| Kelly Criterion | 6.06% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11381944:BTCUSD | 11381944:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.11 | 0.32 | - |
| 2025 | 17.02 | -0.68 | -0.04 | - |
| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.29% | 31.76% |
| 6M | 3.49% | 12.25% |
| YTD | -0.68% | 17.02% |
| 1Y | 11.34% | 57.19% |
| 3Y (ann.) | 11.02% | 59.47% |
| 5Y (ann.) | 11.02% | 59.47% |
| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| Max Drawdown | -7.01% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -1.44% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-04-22 | -7.01 | 86 |
| 2024-06-12 | 2024-08-23 | -5.77 | 72 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-23 | 2024-11-19 | -1.51 | 26 |
| 2025-04-23 | 2025-06-11 | -1.03 | 49 |
| 2024-09-23 | 2024-09-24 | -1.03 | 1 |
| 2025-01-10 | 2025-01-17 | -0.92 | 6 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-24 | 2025-01-26 | -0.67 | 1 |
| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 7.24% | 18.93% |
| Worst Week | -4.69% | -12.33% |
| Best Month | 7.69% | 37.42% |
| Worst Month | -3.46% | -17.69% |
| Best Year | 12.11% | 38.02% |
| Worst Year | -0.68% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 2.92% | 6.48% |
| Avg. Down Week | -1.84% | -4.3% |
| Avg. Up Month | 3.16% | 19.63% |
| Avg. Down Month | -1.83% | -9.89% |
| Win Days % | 49.62% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |