| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 0.55% | 61.52% |
| Max Drawdown | -10.55% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.86 |
| Payoff Ratio | 1.12 | 1.14 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 95.2 | 2.65 |
| Outlier Loss Ratio | 3.21 | 2.55 |
| Volatility (ann.) | 5.42% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.05 | 2.02 |
| Skew | -0.18 | 0.21 |
| Kurtosis | 90.21 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.76% |
| Expected Yearly % | 0.27% | 27.09% |
| Kelly Criterion | -8.57% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11383830:BTCUSD | 11383830:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.58 | -0.04 | - |
| 2025 | 17.02 | 2.16 | 0.13 | - |
| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.35% | 31.76% |
| 6M | 0.82% | 12.25% |
| YTD | 2.16% | 17.02% |
| 1Y | 0.55% | 57.19% |
| 3Y (ann.) | 0.53% | 59.47% |
| 5Y (ann.) | 0.53% | 59.47% |
| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| Max Drawdown | -10.55% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -9.73% | -4.82% |
| Avg. Drawdown Days | 170.0 | 14.0 |
| Recovery Factor | 0.05 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-01-06 | -10.55 | 186 |
| 2025-01-07 | 2025-06-11 | -8.92 | 155 |
| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -6.21% | -12.33% |
| Best Month | 4.83% | 37.42% |
| Worst Month | -8.7% | -17.69% |
| Best Year | 2.16% | 38.02% |
| Worst Year | -1.58% | 17.02% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 1.92% | 6.68% |
| Avg. Down Week | -3.17% | -3.98% |
| Avg. Up Month | 2.09% | 16.18% |
| Avg. Down Month | -1.31% | -3.23% |
| Win Days % | 42.53% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |