| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 1.44% | 61.52% |
| Max Drawdown | -4.47% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 1.4 | 1.11 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 120.71 | 2.47 |
| Outlier Loss Ratio | 4.11 | 2.31 |
| Volatility (ann.) | 4.01% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.31 | 2.02 |
| Skew | 3.4 | 0.21 |
| Kurtosis | 109.81 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.76% |
| Expected Yearly % | 0.72% | 27.09% |
| Kelly Criterion | -3.38% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.13% |
| Expected Shortfall (cVaR) | -0.34% | -2.13% |
| Year | 11383099:BTCUSD | 11383099:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.83 | 0.05 | - |
| 2025 | 17.02 | -0.38 | -0.02 | - |
| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.12% | 31.76% |
| 6M | 0.85% | 12.25% |
| YTD | -0.38% | 17.02% |
| 1Y | 2.59% | 57.19% |
| 3Y (ann.) | 1.4% | 59.47% |
| 5Y (ann.) | 1.4% | 59.47% |
| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| Max Drawdown | -4.47% | -29.51% |
| Longest DD Days | 137.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.82% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | 0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-23 | -4.47 | 74 |
| 2025-01-24 | 2025-06-11 | -4.09 | 137 |
| 2024-09-25 | 2025-01-15 | -3.61 | 112 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.05% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -4.0% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -4.0% | -17.69% |
| Best Year | 1.83% | 38.02% |
| Worst Year | -0.38% | 17.02% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.57% | -0.75% |
| Avg. Up Week | 2.07% | 4.1% |
| Avg. Down Week | -0.77% | -2.9% |
| Avg. Up Month | 0.82% | 10.41% |
| Avg. Down Month | -1.23% | -4.72% |
| Win Days % | 39.76% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |