| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -9.84% | 61.52% |
| Max Drawdown | -9.95% | -29.51% |
| Sharpe | -0.94 | 0.59 |
| Sortino | -1.01 | 0.86 |
| Payoff Ratio | 0.48 | 0.41 |
| Profit Factor | 0.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.05 | 0.23 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 518.76 | 2.14 |
| Outlier Loss Ratio | 3.27 | 2.17 |
| Volatility (ann.) | 2.64% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.96 | 2.02 |
| Skew | -14.54 | 0.21 |
| Kurtosis | 329.78 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.76% |
| Expected Yearly % | -5.05% | 27.09% |
| Kelly Criterion | -109.25% | -66.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.13% |
| Expected Shortfall (cVaR) | -0.23% | -2.13% |
| Year | 11388099:BTCUSD | 11388099:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.34 | -0.14 | - |
| 2025 | 17.02 | -4.76 | -0.28 | - |
| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.25% | 31.76% |
| 6M | -4.76% | 12.25% |
| YTD | -4.76% | 17.02% |
| 1Y | -9.36% | 57.19% |
| 3Y (ann.) | -9.6% | 59.47% |
| 5Y (ann.) | -9.6% | 59.47% |
| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| Max Drawdown | -9.95% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -5.06% | -4.82% |
| Avg. Drawdown Days | 186.0 | 14.0 |
| Recovery Factor | -0.99 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-06-11 | -9.95 | 372 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| Best Day | 1.13% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 0.82% | 18.93% |
| Worst Week | -2.93% | -12.33% |
| Best Month | 0.82% | 37.42% |
| Worst Month | -3.04% | -17.69% |
| Best Year | -4.76% | 38.02% |
| Worst Year | -5.34% | 17.02% |
| Avg. Up Day | 0.41% | 0.47% |
| Avg. Down Day | -0.87% | -1.15% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.54% | -4.81% |
| Avg. Up Month | 0.82% | 14.11% |
| Avg. Down Month | -1.8% | -11.25% |
| Win Days % | 32.5% | 51.9% |
| Win Month % | 12.5% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |