| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 1.11% | 75.42% |
| Max Drawdown | -10.79% | -29.51% |
| Sharpe | 0.08 | 0.63 |
| Sortino | 0.12 | 0.92 |
| Payoff Ratio | 1.15 | 1.02 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 126.62 | 2.51 |
| Outlier Loss Ratio | 3.29 | 2.41 |
| Volatility (ann.) | 4.18% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.09 | 2.19 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 125.92 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.08% | 4.1% |
| Expected Yearly % | 0.55% | 32.45% |
| Kelly Criterion | -4.65% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.07% |
| Expected Shortfall (cVaR) | -0.36% | -2.07% |
| Year | 11385156:BTCUSD | 11385156:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.13 | 0.24 | - |
| 2025 | 27.10 | -7.35 | -0.27 | - |
| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| MTD | 2.45% | 10.71% |
| 3M | 0.47% | 41.88% |
| 6M | 1.16% | 22.91% |
| YTD | -7.35% | 27.1% |
| 1Y | 3.56% | 82.29% |
| 3Y (ann.) | 0.98% | 64.73% |
| 5Y (ann.) | 0.98% | 64.73% |
| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| Max Drawdown | -10.79% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -3.6% | -4.71% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.1 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-07-17 | -10.79 | 191 |
| 2024-07-03 | 2024-10-18 | -5.29 | 107 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-09 | 2024-11-09 | -0.52 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.71% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 9.13% | 38.02% |
| Worst Year | -7.35% | 27.1% |
| Avg. Up Day | 0.83% | 0.88% |
| Avg. Down Day | -0.72% | -0.86% |
| Avg. Up Week | 2.26% | 5.84% |
| Avg. Down Week | -3.24% | -3.86% |
| Avg. Up Month | 2.65% | 16.1% |
| Avg. Down Month | -1.2% | -5.41% |
| Win Days % | 44.0% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |