| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.79% | 61.52% |
| Max Drawdown | -5.37% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.26 | 0.86 |
| Payoff Ratio | 1.8 | 1.95 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 1.11 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 199.15 | 2.14 |
| Outlier Loss Ratio | 3.61 | 2.17 |
| Volatility (ann.) | 3.33% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.32 | 2.02 |
| Skew | 8.0 | 0.21 |
| Kurtosis | 223.44 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.14% | 3.76% |
| Expected Yearly % | 0.89% | 27.09% |
| Kelly Criterion | -5.3% | 27.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.13% |
| Expected Shortfall (cVaR) | -0.29% | -2.13% |
| Year | 11386591:BTCUSD | 11386591:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.86 | 0.18 | - |
| 2025 | 17.02 | -4.74 | -0.28 | - |
| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.91% | 31.76% |
| 6M | -5.36% | 12.25% |
| YTD | -4.74% | 17.02% |
| 1Y | 1.79% | 57.19% |
| 3Y (ann.) | 1.74% | 59.47% |
| 5Y (ann.) | 1.74% | 59.47% |
| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| Max Drawdown | -5.37% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.82% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | 0.33 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -5.37 | 176 |
| 2024-09-17 | 2024-11-10 | -2.35 | 53 |
| 2024-08-20 | 2024-09-17 | -1.35 | 28 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 4.45% | 18.93% |
| Worst Week | -2.75% | -12.33% |
| Best Month | 4.45% | 37.42% |
| Worst Month | -2.75% | -17.69% |
| Best Year | 6.86% | 38.02% |
| Worst Year | -4.74% | 17.02% |
| Avg. Up Day | 1.28% | 1.34% |
| Avg. Down Day | -0.71% | -0.69% |
| Avg. Up Week | 2.74% | 10.72% |
| Avg. Down Week | -1.2% | -3.28% |
| Avg. Up Month | 3.01% | 22.39% |
| Avg. Down Month | -1.7% | -2.66% |
| Win Days % | 32.35% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |