| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -7.61% | 61.52% |
| Max Drawdown | -12.44% | -29.51% |
| Sharpe | -0.29 | 0.59 |
| Sortino | -0.46 | 0.86 |
| Payoff Ratio | 1.73 | 1.74 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.99 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 121.72 | 2.36 |
| Outlier Loss Ratio | 3.12 | 2.3 |
| Volatility (ann.) | 6.0% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.6 | 2.02 |
| Skew | 7.8 | 0.21 |
| Kurtosis | 301.82 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.61% | 3.76% |
| Expected Yearly % | -3.88% | 27.09% |
| Kelly Criterion | -17.67% | 24.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11388964:BTCUSD | 11388964:btcusd:triple_med_gx:lsma90_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.68 | -0.02 | - |
| 2025 | 17.02 | -6.98 | -0.41 | - |
| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| MTD | -0.41% | 4.4% |
| 3M | -6.59% | 31.76% |
| 6M | -11.74% | 12.25% |
| YTD | -6.98% | 17.02% |
| 1Y | -7.23% | 57.19% |
| 3Y (ann.) | -7.42% | 59.47% |
| 5Y (ann.) | -7.42% | 59.47% |
| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| Max Drawdown | -12.44% | -29.51% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -5.96% | -4.82% |
| Avg. Drawdown Days | 122.0 | 14.0 |
| Recovery Factor | -0.61 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-06-11 | -12.44 | 217 |
| 2024-06-27 | 2024-11-06 | -4.74 | 131 |
| 2024-06-08 | 2024-06-27 | -0.70 | 19 |
| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 5.86% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 5.86% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | -0.68% | 38.02% |
| Worst Year | -6.98% | 17.02% |
| Avg. Up Day | 1.46% | 1.53% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 1.76% | 8.47% |
| Avg. Down Week | -1.93% | -3.99% |
| Avg. Up Month | 1.97% | 16.34% |
| Avg. Down Month | -1.87% | -7.93% |
| Win Days % | 25.37% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 31.58% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |