| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 31.24% | 61.16% |
| Max Drawdown | -4.88% | -29.51% |
| Sharpe | 0.95 | 0.59 |
| Sortino | 1.86 | 0.85 |
| Payoff Ratio | 1.5 | 1.27 |
| Profit Factor | 1.74 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.39 | 0.72 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 56.45 | 2.93 |
| Outlier Loss Ratio | 2.98 | 2.63 |
| Volatility (ann.) | 7.24% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 6.2 | 2.0 |
| Skew | 5.77 | 0.21 |
| Kurtosis | 95.5 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.74% |
| Expected Yearly % | 14.56% | 26.95% |
| Kelly Criterion | 22.76% | 14.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11397772:BTCUSD | 11397772:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.07 | 0.66 | - |
| 2025 | 16.76 | 4.93 | 0.29 | - |
| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.68% | 31.46% |
| 6M | 4.93% | 12.77% |
| YTD | 4.93% | 16.76% |
| 1Y | 31.11% | 56.84% |
| 3Y (ann.) | 30.29% | 59.12% |
| 5Y (ann.) | 30.29% | 59.12% |
| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| Max Drawdown | -4.88% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -1.57% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 6.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-10-11 | -4.88 | 27 |
| 2024-06-10 | 2024-08-05 | -4.69 | 55 |
| 2024-08-07 | 2024-09-08 | -3.24 | 32 |
| 2024-12-05 | 2025-04-11 | -3.21 | 126 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-02 | 2024-12-04 | -2.05 | 2 |
| 2025-04-13 | 2025-06-11 | -1.80 | 59 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 10.87% | 18.93% |
| Worst Week | -3.22% | -12.33% |
| Best Month | 10.57% | 37.42% |
| Worst Month | -3.22% | -17.69% |
| Best Year | 25.07% | 38.02% |
| Worst Year | 4.93% | 16.76% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.77% | -0.91% |
| Avg. Up Week | 3.82% | 5.23% |
| Avg. Down Week | -2.43% | -5.31% |
| Avg. Up Month | 6.03% | 10.79% |
| Avg. Down Month | -2.43% | -12.52% |
| Win Days % | 53.7% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |