| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 19.73% | 75.42% |
| Max Drawdown | -6.88% | -29.51% |
| Sharpe | 0.79 | 0.63 |
| Sortino | 1.64 | 0.92 |
| Payoff Ratio | 1.9 | 1.4 |
| Profit Factor | 1.95 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.86 | 0.8 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 97.53 | 2.68 |
| Outlier Loss Ratio | 3.07 | 2.23 |
| Volatility (ann.) | 5.21% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.52 | 2.19 |
| Skew | 10.04 | 0.2 |
| Kurtosis | 254.59 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 4.1% |
| Expected Yearly % | 9.42% | 32.45% |
| Kelly Criterion | 23.73% | 17.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.07% |
| Expected Shortfall (cVaR) | -0.44% | -2.07% |
| Year | 11392914:BTCUSD | 11392914:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.13 | 0.24 | - |
| 2025 | 27.10 | 9.71 | 0.36 | - |
| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| MTD | 1.72% | 10.71% |
| 3M | 1.54% | 41.88% |
| 6M | 9.71% | 22.91% |
| YTD | 9.71% | 27.1% |
| 1Y | 19.92% | 82.29% |
| 3Y (ann.) | 17.34% | 64.73% |
| 5Y (ann.) | 17.34% | 64.73% |
| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| Max Drawdown | -6.88% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -1.23% | -4.71% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 2.87 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-04-11 | -6.88 | 212 |
| 2025-06-30 | 2025-07-02 | -1.54 | 1 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-06-09 | 2024-08-05 | -0.66 | 56 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-09-08 | 2024-09-08 | -0.18 | 0 |
| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 9.68% | 18.93% |
| Worst Week | -2.21% | -12.33% |
| Best Month | 9.68% | 37.42% |
| Worst Month | -2.21% | -17.69% |
| Best Year | 9.71% | 38.02% |
| Worst Year | 9.13% | 27.1% |
| Avg. Up Day | 1.19% | 1.22% |
| Avg. Down Day | -0.63% | -0.87% |
| Avg. Up Week | 2.15% | 4.79% |
| Avg. Down Week | -0.16% | -4.88% |
| Avg. Up Month | 3.91% | 10.72% |
| Avg. Down Month | -0.52% | -5.29% |
| Win Days % | 50.0% | 51.89% |
| Win Month % | 55.56% | 64.29% |
| Win Week % | 66.67% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |