| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 0.27% | 61.52% |
| Max Drawdown | -8.22% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.05 | 0.86 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 115.55 | 2.54 |
| Outlier Loss Ratio | 3.25 | 2.35 |
| Volatility (ann.) | 4.62% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.03 | 2.02 |
| Skew | 0.28 | 0.21 |
| Kurtosis | 106.6 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.02% | 3.76% |
| Expected Yearly % | 0.14% | 27.09% |
| Kelly Criterion | -8.25% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11383875:BTCUSD | 11383875:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.95 | 0.21 | - |
| 2025 | 17.02 | -7.11 | -0.42 | - |
| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.72% | 31.76% |
| 6M | -7.46% | 12.25% |
| YTD | -7.11% | 17.02% |
| 1Y | 0.27% | 57.19% |
| 3Y (ann.) | 0.26% | 59.47% |
| 5Y (ann.) | 0.26% | 59.47% |
| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| Max Drawdown | -8.22% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -3.02% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -8.22 | 176 |
| 2024-08-20 | 2024-09-17 | -4.59 | 28 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-09-17 | 2024-10-18 | -1.55 | 30 |
| 2024-10-18 | 2024-11-10 | -1.46 | 22 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.15% | 18.93% |
| Worst Week | -7.04% | -12.33% |
| Best Month | 4.12% | 37.42% |
| Worst Month | -7.04% | -17.69% |
| Best Year | 7.95% | 38.02% |
| Worst Year | -7.11% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.26% | 7.27% |
| Avg. Down Week | -2.17% | -3.26% |
| Avg. Up Month | 2.13% | 14.57% |
| Avg. Down Month | -0.82% | -4.68% |
| Win Days % | 45.0% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |