| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 6.04% | 61.52% |
| Max Drawdown | -14.66% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.38 | 0.86 |
| Payoff Ratio | 1.01 | 0.91 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 75.68 | 2.7 |
| Outlier Loss Ratio | 3.19 | 2.46 |
| Volatility (ann.) | 5.96% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.4 | 2.02 |
| Skew | -1.2 | 0.21 |
| Kurtosis | 85.27 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.97% | 27.09% |
| Kelly Criterion | 1.25% | -1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11383377:BTCUSD | 11383377:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.92 | 0.39 | - |
| 2025 | 17.02 | -7.73 | -0.45 | - |
| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.19% | 31.76% |
| 6M | -9.87% | 12.25% |
| YTD | -7.73% | 17.02% |
| 1Y | 6.04% | 57.19% |
| 3Y (ann.) | 5.87% | 59.47% |
| 5Y (ann.) | 5.87% | 59.47% |
| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -2.18% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-06-11 | -14.66 | 173 |
| 2024-06-13 | 2024-08-21 | -3.69 | 69 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-24 | 2024-11-20 | -0.85 | 26 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-31 | 2024-09-24 | -0.71 | 24 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-08-30 | -0.37 | 5 |
| 2024-11-22 | 2024-12-13 | -0.30 | 21 |
| Metric | 11383377:btcusd:triple_med_gx:lsma90_75 | 11383377:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -4.19% | -12.33% |
| Best Month | 8.02% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 14.92% | 38.02% |
| Worst Year | -7.73% | 17.02% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.77% | -0.88% |
| Avg. Up Week | 3.13% | 5.12% |
| Avg. Down Week | -2.02% | -5.57% |
| Avg. Up Month | 2.57% | 14.62% |
| Avg. Down Month | -2.45% | -7.59% |
| Win Days % | 50.43% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |