| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 4.42% | 61.52% |
| Max Drawdown | -4.72% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.5 | 0.86 |
| Payoff Ratio | 1.35 | 1.35 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 127.44 | 2.4 |
| Outlier Loss Ratio | 4.31 | 2.27 |
| Volatility (ann.) | 3.72% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.91 | 2.02 |
| Skew | 4.34 | 0.21 |
| Kurtosis | 140.95 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 3.76% |
| Expected Yearly % | 2.19% | 27.09% |
| Kelly Criterion | 0.11% | 16.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11383043:BTCUSD | 11383043:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.74 | 0.18 | - |
| 2025 | 17.02 | -2.17 | -0.13 | - |
| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.6% | 31.76% |
| 6M | -0.9% | 12.25% |
| YTD | -2.17% | 17.02% |
| 1Y | 4.94% | 57.19% |
| 3Y (ann.) | 4.3% | 59.47% |
| 5Y (ann.) | 4.3% | 59.47% |
| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| Max Drawdown | -4.72% | -29.51% |
| Longest DD Days | 88.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.94 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-14 | 2025-06-11 | -4.72 | 88 |
| 2024-06-09 | 2024-08-23 | -2.64 | 74 |
| 2024-09-25 | 2024-12-13 | -2.12 | 79 |
| 2025-01-24 | 2025-02-20 | -2.06 | 27 |
| 2024-12-13 | 2025-01-15 | -1.68 | 32 |
| 2025-02-21 | 2025-03-14 | -0.34 | 21 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| 2025-01-24 | 2025-01-24 | -0.18 | 0 |
| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.22% | -9.32% |
| Best Week | 6.87% | 18.93% |
| Worst Week | -2.68% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -2.0% | -17.69% |
| Best Year | 6.74% | 38.02% |
| Worst Year | -2.17% | 17.02% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.56% | -0.58% |
| Avg. Up Week | 1.92% | 5.54% |
| Avg. Down Week | -0.81% | -3.39% |
| Avg. Up Month | 0.71% | 22.39% |
| Avg. Down Month | -1.64% | -4.72% |
| Win Days % | 42.67% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |