| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -11.19% | 61.52% |
| Max Drawdown | -17.94% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.66 | 0.86 |
| Payoff Ratio | 0.91 | 0.86 |
| Profit Factor | 0.73 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.49 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 107.41 | 2.64 |
| Outlier Loss Ratio | 3.45 | 2.51 |
| Volatility (ann.) | 5.15% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.61 | 2.02 |
| Skew | -4.34 | 0.21 |
| Kurtosis | 95.7 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.91% | 3.76% |
| Expected Yearly % | -5.76% | 27.09% |
| Kelly Criterion | -24.54% | -3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11390658:BTCUSD | 11390658:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.69 | -0.18 | - |
| 2025 | 17.02 | -4.82 | -0.28 | - |
| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| MTD | 1.32% | 4.4% |
| 3M | -0.2% | 31.76% |
| 6M | -10.55% | 12.25% |
| YTD | -4.82% | 17.02% |
| 1Y | -11.19% | 57.19% |
| 3Y (ann.) | -10.91% | 59.47% |
| 5Y (ann.) | -10.91% | 59.47% |
| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| Max Drawdown | -17.94% | -29.51% |
| Longest DD Days | 363.0 | 144.0 |
| Avg. Drawdown | -6.08% | -4.82% |
| Avg. Drawdown Days | 121.0 | 14.0 |
| Recovery Factor | -0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -17.94 | 363 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 2.86% | 18.93% |
| Worst Week | -4.45% | -12.33% |
| Best Month | 2.86% | 37.42% |
| Worst Month | -6.02% | -17.69% |
| Best Year | -4.82% | 38.02% |
| Worst Year | -6.69% | 17.02% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 0.88% | 3.3% |
| Avg. Down Week | -2.51% | -5.55% |
| Avg. Up Month | 1.39% | 14.97% |
| Avg. Down Month | -3.31% | -7.67% |
| Win Days % | 40.71% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |