| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -6.46% | 61.16% |
| Max Drawdown | -10.6% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 94.98 | 2.64 |
| Outlier Loss Ratio | 4.09 | 2.63 |
| Volatility (ann.) | 4.75% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.59 | 2.0 |
| Skew | 1.07 | 0.21 |
| Kurtosis | 54.36 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.51% | 3.74% |
| Expected Yearly % | -3.29% | 26.95% |
| Kelly Criterion | -16.12% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11392117:BTCUSD | 11392117:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.50 | -0.22 | - |
| 2025 | 16.76 | 2.23 | 0.13 | - |
| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.16% |
| 3M | 2.9% | 31.46% |
| 6M | 1.99% | 12.77% |
| YTD | 2.23% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | -6.3% | 59.12% |
| 5Y (ann.) | -6.3% | 59.12% |
| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| Max Drawdown | -10.6% | -29.51% |
| Longest DD Days | 363.0 | 144.0 |
| Avg. Drawdown | -7.37% | -4.82% |
| Avg. Drawdown Days | 182.0 | 14.0 |
| Recovery Factor | -0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -10.60 | 363 |
| 2024-06-10 | 2024-06-12 | -4.13 | 1 |
| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 2.86% | 18.93% |
| Worst Week | -3.89% | -12.33% |
| Best Month | 1.71% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 2.23% | 38.02% |
| Worst Year | -8.5% | 16.76% |
| Avg. Up Day | 0.73% | 0.77% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 1.23% | 3.77% |
| Avg. Down Week | -1.07% | -4.55% |
| Avg. Up Month | 0.77% | 15.3% |
| Avg. Down Month | -1.83% | -9.25% |
| Win Days % | 39.34% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |