| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 21.09% | 61.52% |
| Max Drawdown | -7.4% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.71 | 0.86 |
| Payoff Ratio | 1.37 | 1.16 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.09 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 68.0 | 2.8 |
| Outlier Loss Ratio | 4.51 | 2.51 |
| Volatility (ann.) | 5.56% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.77 | 2.02 |
| Skew | 5.79 | 0.21 |
| Kurtosis | 91.2 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.48% | 3.76% |
| Expected Yearly % | 10.04% | 27.09% |
| Kelly Criterion | 12.73% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11384851:BTCUSD | 11384851:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.47 | 0.64 | - |
| 2025 | 17.02 | -2.71 | -0.16 | - |
| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.3% | 31.76% |
| 6M | 6.8% | 12.25% |
| YTD | -2.71% | 17.02% |
| 1Y | 21.09% | 57.19% |
| 3Y (ann.) | 20.48% | 59.47% |
| 5Y (ann.) | 20.48% | 59.47% |
| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| Max Drawdown | -7.4% | -29.51% |
| Longest DD Days | 85.0 | 144.0 |
| Avg. Drawdown | -1.57% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.85 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-06-11 | -7.40 | 85 |
| 2024-06-12 | 2024-07-13 | -3.33 | 31 |
| 2025-01-28 | 2025-03-17 | -2.07 | 48 |
| 2024-07-15 | 2024-08-23 | -1.68 | 39 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-10 | 2025-01-15 | -1.02 | 4 |
| 2024-12-16 | 2024-12-20 | -0.96 | 3 |
| 2024-11-22 | 2024-12-15 | -0.89 | 23 |
| 2024-08-25 | 2024-09-26 | -0.80 | 32 |
| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -2.41% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -2.56% | -12.33% |
| Best Month | 9.78% | 37.42% |
| Worst Month | -3.02% | -17.69% |
| Best Year | 24.47% | 38.02% |
| Worst Year | -2.71% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.58% | -0.71% |
| Avg. Up Week | 3.59% | 8.48% |
| Avg. Down Week | -0.85% | -4.08% |
| Avg. Up Month | 3.69% | 7.76% |
| Avg. Down Month | -2.98% | -2.09% |
| Win Days % | 49.62% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |