| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 10.09% | 61.52% |
| Max Drawdown | -6.42% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 1.05 | 0.86 |
| Payoff Ratio | 1.9 | 1.34 |
| Profit Factor | 1.64 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.44 | 0.76 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 118.42 | 2.34 |
| Outlier Loss Ratio | 2.63 | 2.17 |
| Volatility (ann.) | 4.97% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.53 | 2.02 |
| Skew | 12.54 | 0.21 |
| Kurtosis | 329.17 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 3.76% |
| Expected Yearly % | 4.93% | 27.09% |
| Kelly Criterion | 18.1% | 16.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11391358:BTCUSD | 11391358:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.77 | 0.18 | - |
| 2025 | 17.02 | 3.12 | 0.18 | - |
| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.73% | 31.76% |
| 6M | 3.12% | 12.25% |
| YTD | 3.12% | 17.02% |
| 1Y | 9.94% | 57.19% |
| 3Y (ann.) | 9.81% | 59.47% |
| 5Y (ann.) | 9.81% | 59.47% |
| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| Max Drawdown | -6.42% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | 1.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-06-11 | -6.42 | 274 |
| 2024-08-06 | 2024-09-09 | -1.68 | 34 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-06-09 | 2024-08-05 | -0.37 | 56 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 7.18% | 18.93% |
| Worst Week | -2.65% | -12.33% |
| Best Month | 7.18% | 37.42% |
| Worst Month | -2.65% | -17.69% |
| Best Year | 6.77% | 38.02% |
| Worst Year | 3.12% | 17.02% |
| Avg. Up Day | 1.36% | 1.37% |
| Avg. Down Day | -0.72% | -1.02% |
| Avg. Up Week | 4.09% | 12.22% |
| Avg. Down Week | -1.54% | -5.74% |
| Avg. Up Month | 4.41% | 10.73% |
| Avg. Down Month | -1.69% | -10.46% |
| Win Days % | 46.34% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |