| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 16.45% | 61.52% |
| Max Drawdown | -2.96% | -29.51% |
| Sharpe | 0.97 | 0.59 |
| Sortino | 2.17 | 0.86 |
| Payoff Ratio | 1.57 | 1.43 |
| Profit Factor | 2.28 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.86 | 0.81 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 114.07 | 2.42 |
| Outlier Loss Ratio | 4.04 | 2.17 |
| Volatility (ann.) | 3.91% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 5.39 | 2.02 |
| Skew | 8.09 | 0.21 |
| Kurtosis | 135.02 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.18% | 3.76% |
| Expected Yearly % | 7.91% | 27.09% |
| Kelly Criterion | 21.2% | 18.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11385557:BTCUSD | 11385557:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.88 | 0.31 | - |
| 2025 | 17.02 | 4.08 | 0.24 | - |
| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.8% | 31.76% |
| 6M | 4.08% | 12.25% |
| YTD | 4.08% | 17.02% |
| 1Y | 16.45% | 57.19% |
| 3Y (ann.) | 15.97% | 59.47% |
| 5Y (ann.) | 15.97% | 59.47% |
| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| Max Drawdown | -2.96% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -1.0% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 5.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-21 | 2025-06-11 | -2.96 | 21 |
| 2024-10-21 | 2025-01-15 | -1.88 | 86 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2025-03-17 | 2025-04-17 | -1.39 | 30 |
| 2024-08-24 | 2024-09-17 | -0.38 | 24 |
| 2024-10-20 | 2024-10-20 | -0.24 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| 2024-10-19 | 2024-10-19 | -0.18 | 0 |
| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 6.16% | 18.93% |
| Worst Week | -2.96% | -12.33% |
| Best Month | 6.16% | 37.42% |
| Worst Month | -1.67% | -17.69% |
| Best Year | 11.88% | 38.02% |
| Worst Year | 4.08% | 17.02% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.63% | -0.71% |
| Avg. Up Week | 2.95% | 6.63% |
| Avg. Down Week | -0.22% | -5.24% |
| Avg. Up Month | 3.66% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.85% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |