| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -0.57% | 61.52% |
| Max Drawdown | -5.93% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.07 | 0.86 |
| Payoff Ratio | 1.42 | 1.35 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 252.02 | 2.14 |
| Outlier Loss Ratio | 4.43 | 2.17 |
| Volatility (ann.) | 2.37% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.09 | 2.02 |
| Skew | 1.96 | 0.21 |
| Kurtosis | 135.25 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.76% |
| Expected Yearly % | -0.29% | 27.09% |
| Kelly Criterion | -9.61% | 16.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.13% |
| Expected Shortfall (cVaR) | -0.2% | -2.13% |
| Year | 11386720:BTCUSD | 11386720:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.47 | -0.01 | - |
| 2025 | 17.02 | -0.10 | -0.01 | - |
| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.42% | 31.76% |
| 6M | -0.1% | 12.25% |
| YTD | -0.1% | 17.02% |
| 1Y | -0.57% | 57.19% |
| 3Y (ann.) | -0.56% | 59.47% |
| 5Y (ann.) | -0.56% | 59.47% |
| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| Max Drawdown | -5.93% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -2.1% | -4.82% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-22 | 2025-06-11 | -5.93 | 293 |
| 2024-07-12 | 2024-07-12 | -0.18 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| Best Day | 2.03% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 1.64% | 18.93% |
| Worst Week | -2.19% | -12.33% |
| Best Month | 1.64% | 37.42% |
| Worst Month | -2.19% | -17.69% |
| Best Year | -0.1% | 38.02% |
| Worst Year | -0.47% | 17.02% |
| Avg. Up Day | 0.74% | 0.8% |
| Avg. Down Day | -0.52% | -0.59% |
| Avg. Up Week | 1.22% | 5.83% |
| Avg. Down Week | -0.44% | -7.53% |
| Avg. Up Month | 0.76% | 8.97% |
| Avg. Down Month | -0.79% | -17.69% |
| Win Days % | 35.71% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |