| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 2.07% | 61.52% |
| Max Drawdown | -5.5% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.28 | 0.86 |
| Payoff Ratio | 1.8 | 1.71 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.97 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 165.43 | 2.22 |
| Outlier Loss Ratio | 4.38 | 2.17 |
| Volatility (ann.) | 3.59% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.37 | 2.02 |
| Skew | 7.73 | 0.21 |
| Kurtosis | 202.13 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 3.76% |
| Expected Yearly % | 1.03% | 27.09% |
| Kelly Criterion | 1.03% | 23.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11386086:BTCUSD | 11386086:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.62 | 0.20 | - |
| 2025 | 17.02 | -5.15 | -0.30 | - |
| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.64% | 31.76% |
| 6M | -5.15% | 12.25% |
| YTD | -5.15% | 17.02% |
| 1Y | 2.07% | 57.19% |
| 3Y (ann.) | 2.02% | 59.47% |
| 5Y (ann.) | 2.02% | 59.47% |
| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| Max Drawdown | -5.5% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.82% |
| Avg. Drawdown Days | 69.0 | 14.0 |
| Recovery Factor | 0.38 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-06-11 | -5.50 | 289 |
| 2024-06-13 | 2024-07-15 | -2.83 | 31 |
| 2024-07-26 | 2024-08-23 | -0.77 | 27 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -2.5% | -12.33% |
| Best Month | 5.07% | 37.42% |
| Worst Month | -3.11% | -17.69% |
| Best Year | 7.62% | 38.02% |
| Worst Year | -5.15% | 17.02% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.48% | -0.53% |
| Avg. Up Week | 2.7% | 9.21% |
| Avg. Down Week | -0.84% | -5.68% |
| Avg. Up Month | 2.22% | 15.96% |
| Avg. Down Month | -2.77% | -4.72% |
| Win Days % | 36.36% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |