| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 7.19% | 61.52% |
| Max Drawdown | -2.31% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 1.32 | 0.86 |
| Payoff Ratio | 1.9 | 1.17 |
| Profit Factor | 1.63 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.22 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 161.57 | 2.31 |
| Outlier Loss Ratio | 6.15 | 2.17 |
| Volatility (ann.) | 2.96% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 3.03 | 2.02 |
| Skew | 10.29 | 0.21 |
| Kurtosis | 200.68 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.54% | 3.76% |
| Expected Yearly % | 3.53% | 27.09% |
| Kelly Criterion | 7.41% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.13% |
| Expected Shortfall (cVaR) | -0.25% | -2.13% |
| Year | 11386141:BTCUSD | 11386141:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.03 | 0.13 | - |
| 2025 | 17.02 | 2.05 | 0.12 | - |
| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.05% | 31.76% |
| 6M | 2.05% | 12.25% |
| YTD | 2.05% | 17.02% |
| 1Y | 7.19% | 57.19% |
| 3Y (ann.) | 6.99% | 59.47% |
| 5Y (ann.) | 6.99% | 59.47% |
| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| Max Drawdown | -2.31% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -1.0% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 3.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -2.31 | 146 |
| 2024-07-15 | 2024-09-26 | -1.20 | 73 |
| 2024-07-12 | 2024-07-14 | -1.17 | 2 |
| 2024-06-29 | 2024-07-12 | -0.79 | 13 |
| 2024-09-27 | 2025-01-15 | -0.72 | 110 |
| 2024-06-14 | 2024-06-29 | -0.62 | 15 |
| 2024-06-13 | 2024-06-14 | -0.18 | 0 |
| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.24% | -9.32% |
| Best Week | 3.15% | 18.93% |
| Worst Week | -1.02% | -12.33% |
| Best Month | 4.66% | 37.42% |
| Worst Month | -0.61% | -17.69% |
| Best Year | 5.03% | 38.02% |
| Worst Year | 2.05% | 17.02% |
| Avg. Up Day | 0.77% | 0.82% |
| Avg. Down Day | -0.41% | -0.7% |
| Avg. Up Week | 1.7% | 5.38% |
| Avg. Down Week | -0.36% | -3.81% |
| Avg. Up Month | 2.82% | 6.72% |
| Avg. Down Month | -0.28% | -11.25% |
| Win Days % | 39.34% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |