| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 7.75% | 75.42% |
| Max Drawdown | -3.6% | -29.51% |
| Sharpe | 0.59 | 0.63 |
| Sortino | 1.28 | 0.92 |
| Payoff Ratio | 1.76 | 1.77 |
| Profit Factor | 1.93 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.47 | 1.02 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 192.31 | 2.18 |
| Outlier Loss Ratio | 4.78 | 2.22 |
| Volatility (ann.) | 2.85% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.9 | 2.19 |
| Skew | 10.86 | 0.2 |
| Kurtosis | 265.12 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 4.1% |
| Expected Yearly % | 3.8% | 32.45% |
| Kelly Criterion | 11.06% | 24.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.07% |
| Expected Shortfall (cVaR) | -0.24% | -2.07% |
| Year | 11386944:BTCUSD | 11386944:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.27 | 0.11 | - |
| 2025 | 27.10 | 3.33 | 0.12 | - |
| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| MTD | 2.95% | 10.71% |
| 3M | 1.05% | 41.88% |
| 6M | 3.33% | 22.91% |
| YTD | 3.33% | 27.1% |
| 1Y | 4.63% | 82.29% |
| 3Y (ann.) | 6.85% | 64.73% |
| 5Y (ann.) | 6.85% | 64.73% |
| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| Max Drawdown | -3.6% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -1.07% | -4.71% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 2.15 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-21 | 2025-07-02 | -3.60 | 42 |
| 2024-10-21 | 2025-01-15 | -1.55 | 86 |
| 2024-08-24 | 2024-09-18 | -1.25 | 25 |
| 2025-03-17 | 2025-04-17 | -0.57 | 30 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| 2025-03-17 | 2025-03-17 | -0.18 | 0 |
| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 2.97% | 18.93% |
| Worst Week | -3.6% | -12.33% |
| Best Month | 2.97% | 37.42% |
| Worst Month | -2.31% | -17.69% |
| Best Year | 4.27% | 38.02% |
| Worst Year | 3.33% | 27.1% |
| Avg. Up Day | 0.99% | 1.06% |
| Avg. Down Day | -0.56% | -0.6% |
| Avg. Up Week | 1.85% | 5.3% |
| Avg. Down Week | -0.58% | -5.24% |
| Avg. Up Month | 2.07% | 9.0% |
| Avg. Down Month | -0.3% | -8.73% |
| Win Days % | 43.24% | 51.89% |
| Win Month % | 66.67% | 64.29% |
| Win Week % | 70.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |