| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 5.1% | 61.52% |
| Max Drawdown | -8.17% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.37 | 0.86 |
| Payoff Ratio | 1.17 | 1.03 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 78.12 | 2.72 |
| Outlier Loss Ratio | 3.65 | 2.46 |
| Volatility (ann.) | 5.44% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.61 | 2.02 |
| Skew | 0.52 | 0.21 |
| Kurtosis | 57.18 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.76% |
| Expected Yearly % | 2.52% | 27.09% |
| Kelly Criterion | -1.99% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11381889:BTCUSD | 11381889:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.54 | 0.07 | - |
| 2025 | 17.02 | 2.50 | 0.15 | - |
| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.85% | 31.76% |
| 6M | 5.65% | 12.25% |
| YTD | 2.5% | 17.02% |
| 1Y | 5.1% | 57.19% |
| 3Y (ann.) | 4.96% | 59.47% |
| 5Y (ann.) | 4.96% | 59.47% |
| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| Max Drawdown | -8.17% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-22 | -8.17 | 88 |
| 2024-07-11 | 2024-12-11 | -6.04 | 153 |
| 2024-12-12 | 2025-01-10 | -2.02 | 28 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-01-16 | 2025-01-24 | -0.76 | 8 |
| 2024-06-11 | 2024-07-11 | -0.66 | 30 |
| 2025-04-30 | 2025-06-11 | -0.46 | 42 |
| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.7% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 10.63% | 37.42% |
| Worst Month | -4.66% | -17.69% |
| Best Year | 2.54% | 38.02% |
| Worst Year | 2.5% | 17.02% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.7% | -0.84% |
| Avg. Up Week | 3.78% | 7.06% |
| Avg. Down Week | -1.7% | -5.57% |
| Avg. Up Month | 4.32% | 19.63% |
| Avg. Down Month | -2.27% | -9.04% |
| Win Days % | 45.0% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |