| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 1.41% | 61.52% |
| Max Drawdown | -5.32% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.18 | 0.86 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 130.95 | 2.37 |
| Outlier Loss Ratio | 4.25 | 2.35 |
| Volatility (ann.) | 3.8% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.26 | 2.02 |
| Skew | 4.97 | 0.21 |
| Kurtosis | 129.81 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.76% |
| Expected Yearly % | 0.7% | 27.09% |
| Kelly Criterion | -3.06% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11382935:BTCUSD | 11382935:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.15 | 0.11 | - |
| 2025 | 17.02 | -2.63 | -0.15 | - |
| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.67% | 31.76% |
| 6M | -1.74% | 12.25% |
| YTD | -2.63% | 17.02% |
| 1Y | 1.41% | 57.19% |
| 3Y (ann.) | 1.37% | 59.47% |
| 5Y (ann.) | 1.37% | 59.47% |
| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| Max Drawdown | -5.32% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | 0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -5.32 | 259 |
| 2024-07-23 | 2024-08-21 | -1.84 | 29 |
| 2024-08-22 | 2024-08-23 | -1.04 | 1 |
| 2024-09-23 | 2024-09-24 | -1.03 | 1 |
| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.43% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -3.61% | -12.33% |
| Best Month | 5.43% | 37.42% |
| Worst Month | -3.61% | -17.69% |
| Best Year | 4.15% | 38.02% |
| Worst Year | -2.63% | 17.02% |
| Avg. Up Day | 0.71% | 0.75% |
| Avg. Down Day | -0.56% | -0.65% |
| Avg. Up Week | 2.22% | 4.71% |
| Avg. Down Week | -1.29% | -2.85% |
| Avg. Up Month | 1.43% | 24.26% |
| Avg. Down Month | -3.61% | -2.09% |
| Win Days % | 42.31% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |