| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 30.18% | 61.16% |
| Max Drawdown | -6.59% | -29.51% |
| Sharpe | 0.85 | 0.59 |
| Sortino | 1.53 | 0.85 |
| Payoff Ratio | 1.35 | 1.18 |
| Profit Factor | 1.57 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.67 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 49.72 | 2.98 |
| Outlier Loss Ratio | 3.04 | 2.74 |
| Volatility (ann.) | 7.89% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 4.44 | 2.0 |
| Skew | 4.18 | 0.21 |
| Kurtosis | 78.69 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.05% | 3.74% |
| Expected Yearly % | 14.1% | 26.95% |
| Kelly Criterion | 18.94% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11399456:BTCUSD | 11399456:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.03 | 0.71 | - |
| 2025 | 16.76 | 2.48 | 0.15 | - |
| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.54% | 31.46% |
| 6M | 2.48% | 12.77% |
| YTD | 2.48% | 16.76% |
| 1Y | 30.05% | 56.84% |
| 3Y (ann.) | 29.27% | 59.12% |
| 5Y (ann.) | 29.27% | 59.12% |
| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| Max Drawdown | -6.59% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -1.81% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 4.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-12 | -6.59 | 128 |
| 2024-09-14 | 2024-10-11 | -4.71 | 27 |
| 2024-06-10 | 2024-08-05 | -4.69 | 55 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2025-04-15 | 2025-06-11 | -2.97 | 57 |
| 2024-10-13 | 2024-12-04 | -2.76 | 52 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.46% | 18.93% |
| Worst Week | -2.56% | -12.33% |
| Best Month | 15.46% | 37.42% |
| Worst Month | -2.56% | -17.69% |
| Best Year | 27.03% | 38.02% |
| Worst Year | 2.48% | 16.76% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.79% | -0.92% |
| Avg. Up Week | 2.94% | 5.23% |
| Avg. Down Week | -2.01% | -5.31% |
| Avg. Up Month | 5.72% | 10.79% |
| Avg. Down Month | -2.26% | -12.52% |
| Win Days % | 53.38% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |