| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -5.88% | 61.16% |
| Max Drawdown | -10.06% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.41 | 0.85 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.27 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 177.2 | 2.31 |
| Outlier Loss Ratio | 3.34 | 2.17 |
| Volatility (ann.) | 4.11% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.57 | 2.0 |
| Skew | -8.04 | 0.21 |
| Kurtosis | 194.39 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.47% | 3.74% |
| Expected Yearly % | -2.99% | 26.95% |
| Kelly Criterion | -27.25% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11391395:BTCUSD | 11391395:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.78 | -0.13 | - |
| 2025 | 16.76 | -1.16 | -0.07 | - |
| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| MTD | -0.31% | 4.16% |
| 3M | 0.07% | 31.46% |
| 6M | -0.25% | 12.77% |
| YTD | -1.16% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | -5.73% | 59.12% |
| 5Y (ann.) | -5.73% | 59.12% |
| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| Max Drawdown | -10.06% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-09 | 2025-06-11 | -10.06 | 337 |
| 2024-06-08 | 2024-07-09 | -1.05 | 31 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 2.01% | 18.93% |
| Worst Week | -3.47% | -12.33% |
| Best Month | 2.01% | 37.42% |
| Worst Month | -3.77% | -17.69% |
| Best Year | -1.16% | 38.02% |
| Worst Year | -4.78% | 16.76% |
| Avg. Up Day | 0.77% | 0.84% |
| Avg. Down Day | -0.75% | -0.87% |
| Avg. Up Week | 0.68% | 4.74% |
| Avg. Down Week | -1.28% | -3.09% |
| Avg. Up Month | 0.78% | 8.43% |
| Avg. Down Month | -2.4% | -5.35% |
| Win Days % | 35.48% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |