| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.56% | 61.52% |
| Max Drawdown | -7.34% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.94 | 0.86 |
| Payoff Ratio | 1.49 | 1.16 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 93.65 | 2.54 |
| Outlier Loss Ratio | 3.79 | 2.2 |
| Volatility (ann.) | 4.82% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.4 | 2.02 |
| Skew | 5.05 | 0.21 |
| Kurtosis | 99.87 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.76% |
| Expected Yearly % | 5.15% | 27.09% |
| Kelly Criterion | 8.78% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11384740:BTCUSD | 11384740:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.14 | 0.37 | - |
| 2025 | 17.02 | -3.13 | -0.18 | - |
| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.3% | 31.76% |
| 6M | -1.74% | 12.25% |
| YTD | -3.13% | 17.02% |
| 1Y | 10.56% | 57.19% |
| 3Y (ann.) | 10.27% | 59.47% |
| 5Y (ann.) | 10.27% | 59.47% |
| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| Max Drawdown | -7.34% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.8% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.44 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -7.34 | 134 |
| 2024-06-27 | 2024-07-15 | -3.40 | 17 |
| 2024-07-27 | 2024-08-23 | -2.29 | 27 |
| 2024-08-25 | 2024-09-26 | -1.95 | 32 |
| 2024-12-19 | 2025-01-27 | -1.86 | 39 |
| 2024-11-22 | 2024-12-15 | -0.38 | 22 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-11-20 | 2024-11-21 | -0.18 | 0 |
| 2024-07-26 | 2024-07-26 | -0.18 | 0 |
| 2024-10-25 | 2024-10-26 | -0.18 | 0 |
| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 4.5% | 18.93% |
| Worst Week | -2.56% | -12.33% |
| Best Month | 4.5% | 37.42% |
| Worst Month | -4.75% | -17.69% |
| Best Year | 14.14% | 38.02% |
| Worst Year | -3.13% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.59% | -0.78% |
| Avg. Up Week | 2.38% | 6.67% |
| Avg. Down Week | -1.1% | -5.51% |
| Avg. Up Month | 2.67% | 13.69% |
| Avg. Down Month | -3.32% | -4.72% |
| Win Days % | 45.45% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |