| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.73% | 61.52% |
| Max Drawdown | -6.89% | -29.51% |
| Sharpe | -0.83 | 0.59 |
| Sortino | -0.96 | 0.86 |
| Payoff Ratio | 0.85 | 0.97 |
| Profit Factor | 0.41 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.09 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 580.24 | 2.14 |
| Outlier Loss Ratio | 4.04 | 2.17 |
| Volatility (ann.) | 2.01% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.95 | 2.02 |
| Skew | -9.3 | 0.21 |
| Kurtosis | 260.45 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.53% | 3.76% |
| Expected Yearly % | -3.43% | 27.09% |
| Kelly Criterion | -60.21% | 2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.13% |
| Expected Shortfall (cVaR) | -0.18% | -2.13% |
| Year | 11385590:BTCUSD | 11385590:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.18 | -0.08 | - |
| 2025 | 17.02 | -3.67 | -0.22 | - |
| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.36% | 31.76% |
| 6M | -3.67% | 12.25% |
| YTD | -3.67% | 17.02% |
| 1Y | -6.73% | 57.19% |
| 3Y (ann.) | -6.56% | 59.47% |
| 5Y (ann.) | -6.56% | 59.47% |
| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| Max Drawdown | -6.89% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 161.0 | 14.0 |
| Recovery Factor | -0.98 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -6.89 | 259 |
| 2024-07-23 | 2024-09-24 | -0.73 | 63 |
| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| Best Day | 1.32% | 9.33% |
| Worst Day | -2.43% | -9.32% |
| Best Week | 1.15% | 18.93% |
| Worst Week | -2.65% | -12.33% |
| Best Month | 0.3% | 37.42% |
| Worst Month | -3.62% | -17.69% |
| Best Year | -3.18% | 38.02% |
| Worst Year | -3.67% | 17.02% |
| Avg. Up Day | 0.53% | 0.63% |
| Avg. Down Day | -0.63% | -0.65% |
| Avg. Up Week | 0.65% | 4.56% |
| Avg. Down Week | -1.23% | -3.14% |
| Avg. Up Month | 0.3% | 37.42% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 26.47% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |