| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 21.23% | 61.16% |
| Max Drawdown | -3.77% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.52 | 0.85 |
| Payoff Ratio | 1.46 | 1.16 |
| Profit Factor | 1.77 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.4 | 0.66 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 77.83 | 2.76 |
| Outlier Loss Ratio | 2.75 | 2.42 |
| Volatility (ann.) | 6.03% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 5.47 | 2.0 |
| Skew | 7.11 | 0.21 |
| Kurtosis | 163.69 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.49% | 3.74% |
| Expected Yearly % | 10.11% | 26.95% |
| Kelly Criterion | 22.61% | 10.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11394500:BTCUSD | 11394500:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.46 | 0.41 | - |
| 2025 | 16.76 | 5.00 | 0.30 | - |
| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.53% | 31.46% |
| 6M | 5.0% | 12.77% |
| YTD | 5.0% | 16.76% |
| 1Y | 21.12% | 56.84% |
| 3Y (ann.) | 20.61% | 59.12% |
| 5Y (ann.) | 20.61% | 59.12% |
| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| Max Drawdown | -3.77% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -1.25% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 5.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-12 | 2024-10-11 | -3.77 | 29 |
| 2024-06-10 | 2024-08-05 | -3.44 | 55 |
| 2025-02-06 | 2025-04-11 | -2.56 | 63 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-02 | 2025-02-06 | -2.05 | 66 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2025-04-13 | 2025-06-11 | -0.90 | 59 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 10.3% | 18.93% |
| Worst Week | -2.43% | -12.33% |
| Best Month | 10.3% | 37.42% |
| Worst Month | -2.43% | -17.69% |
| Best Year | 15.46% | 38.02% |
| Worst Year | 5.0% | 16.76% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.79% | -1.01% |
| Avg. Up Week | 3.07% | 4.74% |
| Avg. Down Week | -1.93% | -5.31% |
| Avg. Up Month | 4.76% | 10.79% |
| Avg. Down Month | -1.46% | -9.42% |
| Win Days % | 54.05% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |