| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.74% | 61.52% |
| Max Drawdown | -9.0% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.22 | 0.86 |
| Payoff Ratio | 0.88 | 0.92 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.38 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 141.75 | 2.49 |
| Outlier Loss Ratio | 3.29 | 2.44 |
| Volatility (ann.) | 3.77% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.3 | 2.02 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 89.38 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.21% | 3.76% |
| Expected Yearly % | -1.38% | 27.09% |
| Kelly Criterion | -10.9% | -0.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11384072:BTCUSD | 11384072:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.74 | 0.10 | - |
| 2025 | 17.02 | -6.24 | -0.37 | - |
| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.6% | 31.76% |
| 6M | -6.24% | 12.25% |
| YTD | -6.24% | 17.02% |
| 1Y | -2.74% | 57.19% |
| 3Y (ann.) | -2.66% | 59.47% |
| 5Y (ann.) | -2.66% | 59.47% |
| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| Max Drawdown | -9.0% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -2.16% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -9.00 | 151 |
| 2024-10-21 | 2025-01-10 | -2.45 | 81 |
| 2024-08-22 | 2024-09-18 | -1.99 | 27 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-10-19 | 2024-10-20 | -0.62 | 1 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 2.58% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 2.58% | 37.42% |
| Worst Month | -4.03% | -17.69% |
| Best Year | 3.74% | 38.02% |
| Worst Year | -6.24% | 17.02% |
| Avg. Up Day | 0.63% | 0.65% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 1.45% | 9.47% |
| Avg. Down Week | -0.63% | -2.72% |
| Avg. Up Month | 1.26% | 6.72% |
| Avg. Down Month | -1.66% | -2.09% |
| Win Days % | 48.0% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |