| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 6.07% | 61.52% |
| Max Drawdown | -8.74% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.57 | 0.86 |
| Payoff Ratio | 1.44 | 1.27 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.85 | 0.72 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 123.83 | 2.42 |
| Outlier Loss Ratio | 3.47 | 2.24 |
| Volatility (ann.) | 4.35% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.68 | 2.02 |
| Skew | 3.28 | 0.21 |
| Kurtosis | 145.71 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.99% | 27.09% |
| Kelly Criterion | 5.63% | 14.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11385201:BTCUSD | 11385201:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.63 | 0.36 | - |
| 2025 | 17.02 | -6.65 | -0.39 | - |
| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.0% | 31.76% |
| 6M | -4.23% | 12.25% |
| YTD | -6.65% | 17.02% |
| 1Y | 6.07% | 57.19% |
| 3Y (ann.) | 5.9% | 59.47% |
| 5Y (ann.) | 5.9% | 59.47% |
| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| Max Drawdown | -8.74% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -2.63% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -8.74 | 176 |
| 2024-08-20 | 2024-09-17 | -2.24 | 28 |
| 2024-09-17 | 2024-11-10 | -1.68 | 53 |
| 2024-08-18 | 2024-08-19 | -0.29 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.63% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 4.63% | 37.42% |
| Worst Month | -6.93% | -17.69% |
| Best Year | 13.63% | 38.02% |
| Worst Year | -6.65% | 17.02% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.65% | -0.76% |
| Avg. Up Week | 2.11% | 7.77% |
| Avg. Down Week | -3.78% | -3.11% |
| Avg. Up Month | 1.76% | 16.18% |
| Avg. Down Month | -2.57% | -2.09% |
| Win Days % | 44.26% | 51.9% |
| Win Month % | 80.0% | 61.54% |
| Win Week % | 72.73% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |