| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 9.11% | 61.16% |
| Max Drawdown | -10.1% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.37 | 1.24 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.71 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 92.96 | 2.66 |
| Outlier Loss Ratio | 2.68 | 2.44 |
| Volatility (ann.) | 5.84% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.88 | 2.0 |
| Skew | 6.8 | 0.21 |
| Kurtosis | 186.24 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 3.74% |
| Expected Yearly % | 4.45% | 26.95% |
| Kelly Criterion | 9.54% | 13.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11394464:BTCUSD | 11394464:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.89 | 0.29 | - |
| 2025 | 16.76 | -1.61 | -0.10 | - |
| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.28% | 31.46% |
| 6M | -1.61% | 12.77% |
| YTD | -1.61% | 16.76% |
| 1Y | 8.58% | 56.84% |
| 3Y (ann.) | 8.85% | 59.12% |
| 5Y (ann.) | 8.85% | 59.12% |
| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| Max Drawdown | -10.1% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -1.76% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-06-11 | -10.10 | 272 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-08-06 | 2024-09-09 | -1.27 | 33 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-08-05 | 2024-08-05 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -3.14% | -9.32% |
| Best Week | 8.77% | 18.93% |
| Worst Week | -2.92% | -12.33% |
| Best Month | 8.77% | 37.42% |
| Worst Month | -2.92% | -17.69% |
| Best Year | 10.89% | 38.02% |
| Worst Year | -1.61% | 16.76% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.85% | -0.95% |
| Avg. Up Week | 4.75% | 12.22% |
| Avg. Down Week | -2.85% | -5.74% |
| Avg. Up Month | 3.01% | 10.73% |
| Avg. Down Month | -1.54% | -10.46% |
| Win Days % | 47.76% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |