| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 10.37% | 61.16% |
| Max Drawdown | -9.38% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.89 | 0.85 |
| Payoff Ratio | 1.62 | 1.42 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.81 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 105.66 | 2.5 |
| Outlier Loss Ratio | 2.61 | 2.18 |
| Volatility (ann.) | 5.36% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.07 | 2.0 |
| Skew | 9.27 | 0.21 |
| Kurtosis | 253.1 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.76% | 3.74% |
| Expected Yearly % | 5.06% | 26.95% |
| Kelly Criterion | 12.9% | 17.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11392878:BTCUSD | 11392878:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.35 | 0.27 | - |
| 2025 | 16.76 | 0.02 | 0.00 | - |
| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.78% | 31.46% |
| 6M | 0.02% | 12.77% |
| YTD | 0.02% | 16.76% |
| 1Y | 10.58% | 56.84% |
| 3Y (ann.) | 10.08% | 59.12% |
| 5Y (ann.) | 10.08% | 59.12% |
| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| Max Drawdown | -9.38% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -1.54% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 1.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-06-11 | -9.38 | 245 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-06-09 | 2024-08-05 | -0.51 | 56 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-09-08 | 2024-09-08 | -0.26 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -3.14% | -9.32% |
| Best Week | 9.68% | 18.93% |
| Worst Week | -3.36% | -12.33% |
| Best Month | 9.68% | 37.42% |
| Worst Month | -3.36% | -17.69% |
| Best Year | 10.35% | 38.02% |
| Worst Year | 0.02% | 16.76% |
| Avg. Up Day | 1.28% | 1.33% |
| Avg. Down Day | -0.79% | -0.94% |
| Avg. Up Week | 5.28% | 12.22% |
| Avg. Down Week | -0.96% | -5.31% |
| Avg. Up Month | 3.53% | 10.73% |
| Avg. Down Month | -0.95% | -9.42% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |