| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -27.32% | 61.52% |
| Max Drawdown | -28.82% | -29.51% |
| Sharpe | -1.15 | 0.59 |
| Sortino | -1.16 | 0.86 |
| Payoff Ratio | 0.21 | 0.2 |
| Profit Factor | 0.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.01 | 0.12 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 428.71 | 2.14 |
| Outlier Loss Ratio | 1.26 | 2.17 |
| Volatility (ann.) | 6.54% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.93 | 2.02 |
| Skew | -18.75 | 0.21 |
| Kurtosis | 433.92 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.42% | 3.76% |
| Expected Yearly % | -14.75% | 27.09% |
| Kelly Criterion | -247.5% | -185.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11391195:BTCUSD | 11391195:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.82 | -0.39 | - |
| 2025 | 17.02 | -14.67 | -0.86 | - |
| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.66% | 31.76% |
| 6M | -14.67% | 12.25% |
| YTD | -14.67% | 17.02% |
| 1Y | -25.78% | 57.19% |
| 3Y (ann.) | -26.7% | 59.47% |
| 5Y (ann.) | -26.7% | 59.47% |
| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| Max Drawdown | -28.82% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -9.84% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.95 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -28.82 | 368 |
| 2024-06-06 | 2024-06-07 | -0.52 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| Best Day | 1.55% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 0.46% | 18.93% |
| Worst Week | -11.53% | -12.33% |
| Best Month | 0.65% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | -14.67% | 38.02% |
| Worst Year | -14.82% | 17.02% |
| Avg. Up Day | 0.41% | 0.43% |
| Avg. Down Day | -1.92% | -2.12% |
| Avg. Up Week | 0.38% | 7.34% |
| Avg. Down Week | -6.7% | -4.88% |
| Avg. Up Month | 0.29% | 7.35% |
| Avg. Down Month | -8.34% | -11.25% |
| Win Days % | 39.02% | 51.9% |
| Win Month % | 22.22% | 61.54% |
| Win Week % | 22.22% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |