| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 7.49% | 61.52% |
| Max Drawdown | -4.54% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 1.29 | 0.86 |
| Payoff Ratio | 2.75 | 1.41 |
| Profit Factor | 2.02 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 2.14 | 0.8 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 188.33 | 2.14 |
| Outlier Loss Ratio | 3.91 | 2.08 |
| Volatility (ann.) | 3.89% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.6 | 2.02 |
| Skew | 23.2 | 0.21 |
| Kurtosis | 767.32 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.56% | 3.76% |
| Expected Yearly % | 3.68% | 27.09% |
| Kelly Criterion | 16.12% | 17.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11389850:BTCUSD | 11389850:btcusd:triple_med_gx:lsma90_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.48 | 0.07 | - |
| 2025 | 17.02 | 4.88 | 0.29 | - |
| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.19% | 31.76% |
| 6M | 4.88% | 12.25% |
| YTD | 4.88% | 17.02% |
| 1Y | 7.77% | 57.19% |
| 3Y (ann.) | 7.28% | 59.47% |
| 5Y (ann.) | 7.28% | 59.47% |
| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| Max Drawdown | -4.54% | -29.51% |
| Longest DD Days | 248.0 | 144.0 |
| Avg. Drawdown | -2.49% | -4.82% |
| Avg. Drawdown Days | 152.0 | 14.0 |
| Recovery Factor | 1.65 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-05 | 2025-04-11 | -4.54 | 248 |
| 2024-06-08 | 2024-08-05 | -0.45 | 57 |
| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -1.82% | -9.32% |
| Best Week | 4.85% | 18.93% |
| Worst Week | -0.99% | -12.33% |
| Best Month | 4.85% | 37.42% |
| Worst Month | -0.99% | -17.69% |
| Best Year | 4.88% | 38.02% |
| Worst Year | 2.48% | 17.02% |
| Avg. Up Day | 1.49% | 1.56% |
| Avg. Down Day | -0.54% | -1.11% |
| Avg. Up Week | 1.52% | 9.93% |
| Avg. Down Week | -0.27% | -4.88% |
| Avg. Up Month | 2.36% | 11.91% |
| Avg. Down Month | -0.6% | -5.29% |
| Win Days % | 38.46% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |