| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -3.67% | 61.52% |
| Max Drawdown | -4.26% | -29.51% |
| Sharpe | -0.48 | 0.59 |
| Sortino | -0.57 | 0.86 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 0.5 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 759.98 | 2.14 |
| Outlier Loss Ratio | 3.97 | 2.1 |
| Volatility (ann.) | 1.84% | 25.2% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.84 | 2.02 |
| Skew | -11.21 | 0.21 |
| Kurtosis | 357.91 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.76% |
| Expected Yearly % | -1.85% | 27.09% |
| Kelly Criterion | -42.43% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -2.13% |
| Expected Shortfall (cVaR) | -0.16% | -2.13% |
| Year | 11385701:BTCUSD | 11385701:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.96 | -0.05 | - |
| 2025 | 17.02 | -1.75 | -0.10 | - |
| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.15% | 31.76% |
| 6M | -1.75% | 12.25% |
| YTD | -1.75% | 17.02% |
| 1Y | -3.67% | 57.19% |
| 3Y (ann.) | -3.58% | 59.47% |
| 5Y (ann.) | -3.58% | 59.47% |
| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| Max Drawdown | -4.26% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.82% |
| Avg. Drawdown Days | 160.0 | 14.0 |
| Recovery Factor | -0.86 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-06-11 | -4.26 | 321 |
| 2024-07-24 | 2024-07-24 | -0.18 | 0 |
| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| Best Day | 1.32% | 9.33% |
| Worst Day | -2.22% | -9.32% |
| Best Week | 1.14% | 18.93% |
| Worst Week | -2.4% | -12.33% |
| Best Month | 1.14% | 37.42% |
| Worst Month | -1.86% | -17.69% |
| Best Year | -1.75% | 38.02% |
| Worst Year | -1.96% | 17.02% |
| Avg. Up Day | 0.74% | 0.85% |
| Avg. Down Day | -0.64% | -0.85% |
| Avg. Up Week | 0.88% | 5.54% |
| Avg. Down Week | -1.06% | -1.89% |
| Avg. Up Month | 0.88% | 25.77% |
| Avg. Down Month | -1.42% | -2.09% |
| Win Days % | 23.81% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |