| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.35% | 61.52% |
| Max Drawdown | -4.74% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.22 | 0.86 |
| Payoff Ratio | 1.4 | 1.19 |
| Profit Factor | 1.74 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.22 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 98.94 | 2.5 |
| Outlier Loss Ratio | 4.03 | 2.17 |
| Volatility (ann.) | 4.64% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.94 | 2.02 |
| Skew | 2.12 | 0.21 |
| Kurtosis | 158.35 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.04% | 3.76% |
| Expected Yearly % | 6.93% | 27.09% |
| Kelly Criterion | 14.37% | 11.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11384683:BTCUSD | 11384683:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.24 | 0.22 | - |
| 2025 | 17.02 | 5.65 | 0.33 | - |
| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.34% | 31.76% |
| 6M | 2.23% | 12.25% |
| YTD | 5.65% | 17.02% |
| 1Y | 14.35% | 57.19% |
| 3Y (ann.) | 13.94% | 59.47% |
| 5Y (ann.) | 13.94% | 59.47% |
| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| Max Drawdown | -4.74% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -1.46% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 3.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-03-30 | -4.74 | 100 |
| 2024-08-25 | 2024-09-26 | -2.95 | 32 |
| 2024-06-13 | 2024-07-26 | -2.82 | 42 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-03-30 | 2025-05-19 | -1.72 | 50 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-11-22 | 2024-12-15 | -0.30 | 23 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-11-20 | 2024-11-20 | -0.18 | 0 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -3.23% | -12.33% |
| Best Month | 4.86% | 37.42% |
| Worst Month | -3.23% | -17.69% |
| Best Year | 8.24% | 38.02% |
| Worst Year | 5.65% | 17.02% |
| Avg. Up Day | 0.82% | 0.87% |
| Avg. Down Day | -0.58% | -0.73% |
| Avg. Up Week | 2.09% | 5.4% |
| Avg. Down Week | -1.08% | -4.8% |
| Avg. Up Month | 2.5% | 13.26% |
| Avg. Down Month | -1.59% | -4.22% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |