| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 6.07% | 61.52% |
| Max Drawdown | -4.19% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 1.21 | 0.86 |
| Payoff Ratio | 2.13 | 1.29 |
| Profit Factor | 1.79 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.52 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 204.68 | 2.14 |
| Outlier Loss Ratio | 5.21 | 2.17 |
| Volatility (ann.) | 2.74% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.41 | 2.02 |
| Skew | 12.4 | 0.21 |
| Kurtosis | 291.98 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.99% | 27.09% |
| Kelly Criterion | 11.78% | 14.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.13% |
| Expected Shortfall (cVaR) | -0.23% | -2.13% |
| Year | 11386546:BTCUSD | 11386546:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.91 | 0.26 | - |
| 2025 | 17.02 | -3.49 | -0.21 | - |
| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.28% | 31.76% |
| 6M | -1.89% | 12.25% |
| YTD | -3.49% | 17.02% |
| 1Y | 6.07% | 57.19% |
| 3Y (ann.) | 5.9% | 59.47% |
| 5Y (ann.) | 5.9% | 59.47% |
| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| Max Drawdown | -4.19% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -0.95% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -4.19 | 154 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-08-19 | 2024-08-19 | -0.32 | 0 |
| 2024-09-01 | 2024-09-02 | -0.18 | 0 |
| 2024-09-16 | 2024-09-17 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-11-10 | 2024-11-10 | -0.18 | 0 |
| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -1.44% | -9.32% |
| Best Week | 4.37% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 4.86% | 37.42% |
| Worst Month | -3.67% | -17.69% |
| Best Year | 9.91% | 38.02% |
| Worst Year | -3.49% | 17.02% |
| Avg. Up Day | 0.98% | 1.09% |
| Avg. Down Day | -0.46% | -0.85% |
| Avg. Up Week | 1.38% | 8.19% |
| Avg. Down Week | -1.88% | -2.44% |
| Avg. Up Month | 1.58% | 16.18% |
| Avg. Down Month | -0.18% | -9.89% |
| Win Days % | 40.0% | 51.9% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |