| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.08% | 61.52% |
| Max Drawdown | -11.18% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.38 | 0.86 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.98 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 57.13 | 2.91 |
| Outlier Loss Ratio | 3.89 | 2.65 |
| Volatility (ann.) | 6.5% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.0 | 2.02 |
| Skew | 2.41 | 0.21 |
| Kurtosis | 49.86 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.61% | 3.76% |
| Expected Yearly % | 10.94% | 27.09% |
| Kelly Criterion | 10.48% | 14.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11382000:BTCUSD | 11382000:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.60 | 0.83 | - |
| 2025 | 17.02 | -6.47 | -0.38 | - |
| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.45% | 31.76% |
| 6M | -0.04% | 12.25% |
| YTD | -6.47% | 17.02% |
| 1Y | 23.08% | 57.19% |
| 3Y (ann.) | 22.4% | 59.47% |
| 5Y (ann.) | 22.4% | 59.47% |
| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| Max Drawdown | -11.18% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.58% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 2.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -11.18 | 136 |
| 2024-07-01 | 2024-08-20 | -5.19 | 50 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-08-24 | 2024-09-24 | -1.61 | 31 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 9.37% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | 31.6% | 38.02% |
| Worst Year | -6.47% | 17.02% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.41% | 8.05% |
| Avg. Down Week | -2.57% | -6.35% |
| Avg. Up Month | 4.46% | 17.44% |
| Avg. Down Month | -2.97% | -9.89% |
| Win Days % | 48.94% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |