| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.6% | 61.52% |
| Max Drawdown | -10.28% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.2 | 0.86 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 64.36 | 2.81 |
| Outlier Loss Ratio | 3.96 | 2.75 |
| Volatility (ann.) | 6.0% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.25 | 2.02 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 51.26 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 3.76% |
| Expected Yearly % | 1.29% | 27.09% |
| Kelly Criterion | -4.82% | 8.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11384907:BTCUSD | 11384907:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.22 | 0.06 | - |
| 2025 | 17.02 | 0.37 | 0.02 | - |
| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -2.07% | 31.76% |
| 6M | 4.08% | 12.25% |
| YTD | 0.37% | 17.02% |
| 1Y | 2.6% | 57.19% |
| 3Y (ann.) | 2.53% | 59.47% |
| 5Y (ann.) | 2.53% | 59.47% |
| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| Max Drawdown | -10.28% | -29.51% |
| Longest DD Days | 218.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | 0.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-01-17 | -10.28 | 218 |
| 2025-02-15 | 2025-06-11 | -4.71 | 116 |
| 2025-01-28 | 2025-01-29 | -1.41 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 6.01% | 18.93% |
| Worst Week | -5.43% | -12.33% |
| Best Month | 3.87% | 37.42% |
| Worst Month | -1.99% | -17.69% |
| Best Year | 2.22% | 38.02% |
| Worst Year | 0.37% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.23% | 5.28% |
| Avg. Down Week | -2.04% | -4.83% |
| Avg. Up Month | 2.25% | 11.57% |
| Avg. Down Month | -0.76% | -9.5% |
| Win Days % | 44.81% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 52.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |