| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.93% | 41.17% |
| Max Drawdown | -14.44% | -29.51% |
| Sharpe | 0.18 | 0.37 |
| Sortino | 0.27 | 0.53 |
| Payoff Ratio | 1.22 | 1.04 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | NaN | 0.9 |
| Outlier Win Ratio | 76.48 | 2.61 |
| Outlier Loss Ratio | 3.68 | 2.47 |
| Volatility (ann.) | 5.22% | 23.17% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.23 | 0.9 |
| Skew | 0.43 | 0.15 |
| Kurtosis | 81.73 | 7.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 1.93% |
| Expected Yearly % | 2.44% | 18.81% |
| Kelly Criterion | -0.49% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -1.97% |
| Expected Shortfall (cVaR) | -0.45% | -1.97% |
| Year | 11383432:BTCUSD | 11383432:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.80 | 0.39 | - |
| 2025 | 2.28 | -8.59 | -3.77 | - |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| MTD | -5.8% | -12.85% |
| 3M | -4.17% | -18.73% |
| 6M | -3.82% | -7.45% |
| YTD | -8.59% | 2.28% |
| 1Y | -6.59% | 5.34% |
| 3Y (ann.) | 3.35% | 26.57% |
| 5Y (ann.) | 3.35% | 26.57% |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Max Drawdown | -14.44% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -2.17% | -5.67% |
| Avg. Drawdown Days | 31.0 | 17.0 |
| Recovery Factor | 0.34 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-11-17 | -14.44 | 293 |
| 2024-12-19 | 2025-01-27 | -5.40 | 39 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-01 | 2024-07-26 | -1.60 | 24 |
| 2024-06-27 | 2024-07-01 | -1.35 | 3 |
| 2024-08-25 | 2024-09-24 | -1.14 | 30 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-22 | 2024-12-13 | -0.38 | 21 |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -5.8% | -12.33% |
| Best Month | 6.04% | 37.42% |
| Worst Month | -5.8% | -17.69% |
| Best Year | 14.8% | 38.02% |
| Worst Year | -8.59% | 2.28% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.61% | -0.75% |
| Avg. Up Week | 1.91% | 6.29% |
| Avg. Down Week | -1.6% | -4.71% |
| Avg. Up Month | 2.75% | 12.14% |
| Avg. Down Month | -3.39% | -8.28% |
| Win Days % | 44.85% | 52.13% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |