| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.41% | 61.52% |
| Max Drawdown | -9.41% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.58 | 0.86 |
| Payoff Ratio | 1.25 | 1.09 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 76.29 | 2.7 |
| Outlier Loss Ratio | 3.23 | 2.41 |
| Volatility (ann.) | 5.87% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.87 | 2.02 |
| Skew | 3.13 | 0.21 |
| Kurtosis | 90.02 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.62% | 3.76% |
| Expected Yearly % | 4.12% | 27.09% |
| Kelly Criterion | 3.87% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11383211:BTCUSD | 11383211:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.59 | 0.44 | - |
| 2025 | 17.02 | -7.02 | -0.41 | - |
| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.67% | 31.76% |
| 6M | 1.3% | 12.25% |
| YTD | -7.02% | 17.02% |
| 1Y | 8.41% | 57.19% |
| 3Y (ann.) | 8.18% | 59.47% |
| 5Y (ann.) | 8.18% | 59.47% |
| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| Max Drawdown | -9.41% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -1.86% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -9.41 | 151 |
| 2024-07-24 | 2024-08-23 | -4.59 | 29 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-23 | 2024-11-19 | -1.30 | 27 |
| 2024-06-12 | 2024-07-24 | -1.04 | 42 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-08-24 | 2024-09-24 | -0.44 | 31 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-12-20 | 2024-12-20 | -0.18 | 0 |
| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 8.95% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | 16.59% | 38.02% |
| Worst Year | -7.02% | 17.02% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.74% | -0.89% |
| Avg. Up Week | 2.8% | 6.48% |
| Avg. Down Week | -1.95% | -4.88% |
| Avg. Up Month | 2.55% | 19.63% |
| Avg. Down Month | -3.01% | -9.89% |
| Win Days % | 46.67% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |