| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 23.5% | 61.16% |
| Max Drawdown | -5.03% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.5 | 0.85 |
| Payoff Ratio | 1.45 | 1.21 |
| Profit Factor | 1.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.28 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 66.18 | 2.85 |
| Outlier Loss Ratio | 2.79 | 2.51 |
| Volatility (ann.) | 6.63% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 4.53 | 2.0 |
| Skew | 5.95 | 0.21 |
| Kurtosis | 120.69 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.64% | 3.74% |
| Expected Yearly % | 11.13% | 26.95% |
| Kelly Criterion | 21.08% | 12.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11396118:BTCUSD | 11396118:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.62 | 0.44 | - |
| 2025 | 16.76 | 5.90 | 0.35 | - |
| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.3% | 31.46% |
| 6M | 5.9% | 12.77% |
| YTD | 5.9% | 16.76% |
| 1Y | 23.38% | 56.84% |
| 3Y (ann.) | 22.8% | 59.12% |
| 5Y (ann.) | 22.8% | 59.12% |
| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| Max Drawdown | -5.03% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.52% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 4.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-05 | -5.03 | 55 |
| 2024-10-09 | 2024-10-11 | -3.70 | 2 |
| 2024-08-07 | 2024-09-09 | -2.84 | 33 |
| 2024-10-11 | 2024-12-04 | -2.49 | 54 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-02-06 | 2025-04-11 | -2.39 | 63 |
| 2025-04-13 | 2025-06-11 | -1.80 | 59 |
| 2025-02-05 | 2025-02-06 | -1.65 | 0 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 8.96% | 18.93% |
| Worst Week | -4.04% | -12.33% |
| Best Month | 8.96% | 37.42% |
| Worst Month | -4.04% | -17.69% |
| Best Year | 16.62% | 38.02% |
| Worst Year | 5.9% | 16.76% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.78% | -0.95% |
| Avg. Up Week | 2.72% | 5.23% |
| Avg. Down Week | -2.21% | -5.31% |
| Avg. Up Month | 5.54% | 10.79% |
| Avg. Down Month | -2.21% | -12.52% |
| Win Days % | 53.26% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 77.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |