| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 11.51% | 61.52% |
| Max Drawdown | -6.32% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.8 | 0.86 |
| Payoff Ratio | 1.22 | 0.97 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 79.99 | 2.66 |
| Outlier Loss Ratio | 3.81 | 2.37 |
| Volatility (ann.) | 5.45% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.77 | 2.02 |
| Skew | 0.65 | 0.21 |
| Kurtosis | 97.82 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 3.76% |
| Expected Yearly % | 5.6% | 27.09% |
| Kelly Criterion | 3.89% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11384795:BTCUSD | 11384795:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.60 | 0.36 | - |
| 2025 | 17.02 | -1.84 | -0.11 | - |
| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.03% | 31.76% |
| 6M | -0.98% | 12.25% |
| YTD | -1.84% | 17.02% |
| 1Y | 11.51% | 57.19% |
| 3Y (ann.) | 11.19% | 59.47% |
| 5Y (ann.) | 11.19% | 59.47% |
| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| Max Drawdown | -6.32% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -1.51% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-06-11 | -6.32 | 173 |
| 2024-08-24 | 2024-09-26 | -3.07 | 33 |
| 2024-07-01 | 2024-07-15 | -2.90 | 13 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-06-27 | 2024-06-30 | -0.54 | 3 |
| 2024-09-27 | 2024-11-22 | -0.48 | 55 |
| 2024-11-22 | 2024-12-14 | -0.30 | 22 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| 2024-07-26 | 2024-07-27 | -0.19 | 0 |
| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 5.94% | 18.93% |
| Worst Week | -3.43% | -12.33% |
| Best Month | 5.55% | 37.42% |
| Worst Month | -3.8% | -17.69% |
| Best Year | 13.6% | 38.02% |
| Worst Year | -1.84% | 17.02% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.68% | -0.9% |
| Avg. Up Week | 2.14% | 6.23% |
| Avg. Down Week | -1.03% | -6.12% |
| Avg. Up Month | 2.19% | 14.39% |
| Avg. Down Month | -3.8% | -17.69% |
| Win Days % | 47.22% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |